Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes

نویسندگان

چکیده

The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove strong uniform consistency of Polygon marginal density estimator non-anticipative stationary stochastic processes which are stable in sense Wu (2005). gives examples several time series models this result is relevant.

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ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 2022

ISSN: ['1879-2103', '0167-7152']

DOI: https://doi.org/10.1016/j.spl.2022.109612