The ARMA method of approximating probability density functions

DOI10.1016/0378-3758(85)90063-1MaRDI QIDQ1068482zbMATH OpenOpenAlexFDO

Authors J. 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

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

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Cites work

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

Cited in

(1)

• An ARMA type probability density estimator

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