The ARMA method of approximating probability density functions

DOI10.1016/0378-3758(85)90063-1zbMath0582.62015OpenAlexW2010452232MaRDI QIDQ1068482

Jeffrey D. Hart, Henry L. Gray

Publication date: 1985

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(85)90063-1

zbMATH Keywords

density estimationapproximating probability density functionsARMA approximatorsautoregressive moving average (ARMA) time seriese sub n transformintegrated squared errorsrational representing functions of the spectrumtruncated Fourier series approximators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Statistical distribution theory (62E99)

Cites Work

• Data-based optimal smoothing of orthogonal series density estimates
• The G-Spectral Estimator
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• On a class of nonlinear transformations and their applications to the evaluation of infinite series
• On Bias Reduction in Estimation
• Higher OrderG-Transformation
• On the Jackknife Statistic, Its Extensions, and Its Relation to $e_n$- Transformations
• On a Device for Computing the e m (S n ) Transformation
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