The ARMA method of approximating probability density functions (Q1068482): Difference between revisions
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Revision as of 09:00, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ARMA method of approximating probability density functions |
scientific article |
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The ARMA method of approximating probability density functions (English)
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1985
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A new method of approximating probability density functions is proposed. The method uses rational representing functions of the spectrum of an autoregressive moving average (ARMA) time series. Conditions are given under which certain ARMA approximators have essentially smaller integrated squared errors than truncated Fourier series approximators. Several examples illustrating the improved performance of ARMA, over Fourier series, approximators are considered.
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density estimation
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e sub n transform
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approximating probability density functions
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rational representing functions of the spectrum
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autoregressive moving average (ARMA) time series
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ARMA approximators
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integrated squared errors
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truncated Fourier series approximators
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