RATE OF CONVERGENCE FOR NON PARAMETRIC DENSITY ESTIMATION IN LINEAR PROCESS
Author(s) -
A. K. Basu,
D. K. Sahoo
Publication year - 1989
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/13407
Subject(s) - estimation , parametric statistics , mathematics , rate of convergence , statistics , econometrics , convergence (economics) , density estimation , computer science , economics , estimator , computer network , channel (broadcasting) , management , economic growth
Rate of convergence to normality for the density estimators of Kernel type is obtained when the observations are from a stationary linear processes. At first, the case of estimating the density at a fixed point is considered and latter on, it is extended for estimating joint density. Also the problem of estimating the density at several points is considered.
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