An ARMA type probability density estimator

DOI10.1214/AOS/1176350839zbMath0645.62049OpenAlexW2006074462MaRDI QIDQ1103296

Jeffrey D. Hart

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350839

zbMATH Keywords

Fourier coefficientsmean integrated squared errorgeneralized jackkniferegularly varying functiondensity estimatorbest tapered Fourier series estimatorrational form of an ARMA spectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Optimal kernel estimation of densities

This page was built for publication: An ARMA type probability density estimator