远距离依赖数据密度估计中的带宽选择和收敛速率

Proceedings of 1994 Workshop on Information Theory and Statistics Pub Date : 1994-10-27 DOI:10.1109/WITS.1994.513875

P. Hall, S. Lahiri, Y. Truong

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摘要

作者讨论了最优带宽选择和最优收敛率的密度估计与依赖数据，因为在样本中的信息量是通过调整的依赖范围而改变。他们假设观测到的数据来自一个平稳的随机过程，这个随机过程可以看作是高斯过程的一个未知函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bandwidth choice and convergence rates in density estimation with long-range dependent data

The authors discuss the optimal bandwidth choice and optimal convergence rates for density estimation with dependent data, as the amount of information in the sample is altered by adjusting the range of dependence. They assume that data are observed from a stationary stochastic process that may be taken to be an unknown function of a Gaussian process.

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Proceedings of 1994 Workshop on Information Theory and Statistics

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