EFFICIENCY OF A SEQUENTIAL DENSITY ESTIMATOR UNDER AUTOREGRESSIVE DEPENDENCE MODEL
DOI:
https://doi.org/10.5556/j.tkjm.21.1990.4666Keywords:
Probability density estimation, Stationary processes, Fourier integral estimatorAbstract
Using kernel estimates of Yamato type the effect of dependent observations is studied. The mean integreated square error of the Fourier integral estimator is considered.
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