The ARMA method of approximating probability density functions
From MaRDI portal
Publication:1068482
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
density estimationapproximating probability density functionsARMA approximatorsautoregressive moving average (ARMA) time seriese sub n transformintegrated squared errorsrational representing functions of the spectrumtruncated Fourier series approximators
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item