Random Time Processes.
Abstract
Spline estimates of probability density functions were considered and the asymptotic bias and variance of these estimates were determined. Bispectral estimates were employed as a means of getting information about aspects of the nonlinear transfer of energy in turbulence. The behavior of k-dimensional kernel density (probability) estimates and the asymptotic behavior of partial sums of dependent random variables were examined. The relationship between long-range dependence and non-Gaussian structure of the limiting distributions was determined in some cases.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1981
- Accession Number
- ADA099045
Entities
People
- Murray Rosenblatt
Organizations
- University of California, San Diego