Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model (Q3347109)
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scientific article; zbMATH DE number 3881683
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| default for all languages | No label defined |
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| English | Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model |
scientific article; zbMATH DE number 3881683 |
Statements
1984
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strictly stationary process
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kernel density estimator
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Fourier integral estimator
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mean integrated squared error
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dependence
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first-order autoregressive model
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independence
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normal
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Cauchy
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exponential distribution
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characteristic function
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optimal bandwidth
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Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model (English)
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0.8209523558616638
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0.8200449347496033
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0.8134492039680481
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0.8124059438705444
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