Consistency of the Autoregressive Method of Density Estimation.

Abstract

A density function f(dot), with 1/f (dot) both Lebesgue-integrable, has a representation as an autoregressive spectral density. This representation is used to obtain new density autoregressive estimators of different orders p based on the empirical characteristic function of a sample of size n. The consistency of these new estimators is shown under varying conditions on the smoothness of f(dot).

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1978
Accession Number
ADA056337

Entities

People

  • Jean-pierre Carmichael

Organizations

  • University at Buffalo

Tags

Communities of Interest

  • Counter IED
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Complex Variables
  • Computer Science
  • Consistency
  • Covariance
  • Data Science
  • Distribution Functions
  • Equations
  • Estimators
  • Military Research
  • New York
  • Polynomials
  • Probability
  • Probability Density Functions
  • Random Variables
  • Security
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Polymer Science and Engineering.