Kernel entropy estimation for linear processes II
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866914732051529728 |
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| author | Xiong, Yudan Xu, Fangjun |
| author_facet | Xiong, Yudan Xu, Fangjun |
| contents | Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to estimate the quadratic functional of $\int_{\mathbb{R}}f^2(x)dx$ of the linear process $X=\{X_n: n\in \mathbb{N}\}$ and improve the corresponding results in [4]. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_19395 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Kernel entropy estimation for linear processes II Xiong, Yudan Xu, Fangjun Statistics Theory Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to estimate the quadratic functional of $\int_{\mathbb{R}}f^2(x)dx$ of the linear process $X=\{X_n: n\in \mathbb{N}\}$ and improve the corresponding results in [4]. |
| title | Kernel entropy estimation for linear processes II |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2403.19395 |