Kernel density estimation for linear processes
β Scribed by Lanh Tat Tran
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 722 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0304-4149
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## Abstract In this paper, a general kernel density estimator has been introduced and discussed for multivariate processes in order to provide enhanced realβtime performance monitoring. The proposed approach is based upon the concept of kernel density function, which is more appropriate to the unde
In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n