Optimal smoothing parameter of fourier series density estimates under an autoregressive dependence model

DOI10.1080/03610929108830601zbMath0900.62191OpenAlexW2159600779MaRDI QIDQ3135308

A. K. Hosni

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830601

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Mean integrated square error properties of density estimates
• Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
• Heuristic estimation of probability densities
• Kernel density estimation revisited
• Univariate density estimation by orthogonal series
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods

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