Open AccessEFFICIENCY OF A SEQUENTIAL DENSITY ESTIMATOR UNDER AUTOREGRESSIVE DEPENDENCE MODEL
Author(s) -
A.K. Hosni,
M. M. El-Fahham
Publication year - 1990
Publication title -
tamkang journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.324
H-Index - 18
eISSN - 0049-2930
pISSN - 2073-9826
DOI - 10.5556/j.tkjm.21.1990.4666
Subject(s) - mathematics , estimator , autoregressive model , mean squared error , statistics , kernel density estimation , kernel (algebra) , type (biology) , bias of an estimator , star model , econometrics , minimum variance unbiased estimator , combinatorics , autoregressive integrated moving average , time series , ecology , biology
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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