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A recursion method of probability density restoration from a finite set of integral data

✍ Scribed by V. V. Savchenko


Book ID
112474891
Publisher
Springer US
Year
1991
Tongue
English
Weight
400 KB
Volume
34
Category
Article
ISSN
0033-8443

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For broad classes of deterministic and random sampling schemes { k }, exact mean integrated squared error (MISE) expressions for the kernel estimator of the marginal density of a ΓΏrst-order continuous-time autoregressive process are derived. The obtained expressions show that the e ect on MISE due t