We give a new proof of the mean integrated squared error expansion for non smooth densities of Van Eeden. The proof exploits the Fourier representation of the mean integrated squared error.
Estimation of the parameters of a mathematical treatment-error model based on autoregression integrated sliding mean
β Scribed by I. I. Lobunina; G. N. Pyatnitskaya
- Publisher
- Springer US
- Year
- 1985
- Tongue
- English
- Weight
- 206 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0543-1972
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