论文标题

稳定的非中性随机过程的频率多边形密度估计器的强均匀一致性

Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes

论文作者

Lardjane, Salim

论文摘要

作者为频率多边形建立了新的数学表达式。他用它来证明频率多边形边缘密度估计量的强均匀一致性,对于WU的意义上是稳定的非中性固定随机过程。他举了几次串联模型的示例,该模型与之相关。

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

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