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Integrated mean square properties of density estimation by orthogonal series methods for dependent variables

โœ Scribed by Ibrahim A. Ahmad


Book ID
105590390
Publisher
Springer Japan
Year
1982
Tongue
English
Weight
507 KB
Volume
34
Category
Article
ISSN
0020-3157

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โœ Jan Mielniczuk ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, )(2 .... may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to th