Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations

DOI10.1007/978-1-4939-0569-0_31zbMath1383.62091OpenAlexW214913408MaRDI QIDQ2787389

Vjatscheslav Vasiliev

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_31

zbMATH Keywords

guaranteed accuracyratio estimationfixed sample sizemultivariate autoregressionnon-parametric logarithmic density derivative estimationtruncated estimation method

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (1)

On Optimal Adaptive Prediction of Multivariate Autoregression

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