多变密度函数的局部导数的线性波基估计器,用于静止和厄戈迪式连续时间过程
Sultana Didi1, Salim Bouzebda2
1Department of Statistics and Operations Research, College of Sciences, Qassim University, P.O. Box 6688, Buraydah 51452, Saudi Arabia.
本研究引入了一个波形框架,用于估计在ergodic过程中的密度函数导数. 该方法使用集成平均平方误差 (IMSE) 来量化准确性,并确定收率,即使数据假设较弱.
科学领域:
- 统计 统计 统计 统计
- 时间序列分析时间序列分析
- 功能数据分析 功能数据分析
背景情况:
- 估计密度函数的导数在统计推理中至关重要.
- 现有方法通常需要对数据独立性的强有力的假设.
- 埃尔戈迪克过程由于其时间依赖性而存在独特的挑战.
研究的目的:
- 为估计密度函数导数开发一个强大的基于波形函数的框架.
- 使用集成平均平方误差 (IMSE) 分析估计准确性.
- 建立理论属性,如统一的收率和估计器的正常性.
主要方法:
- 提出了一个基于波形的估计框架.
- 整合平均平方误差 (IMSE) 是由 Rd. 的紧子集衍生出来的.
- 马丁加尔方法被用来分析在ergodicity下的非对称行为.
- 分析被扩展,以适应严格的ergodicity之外的较弱的依赖条件.
主要成果:
- 波形框架提供了密度函数导数的准确估计.
- 导出了估计准确性的定量测量 (IMSE).
- 统一的收率和估计器的非对称正常性被确立.
- 该方法被证明对具有较弱依赖结构的过程是有效的.
结论:
- 拟议的基于波纹的方法提供了一个强大的工具,用于在ergodic过程中的密度导数估计.
- 该框架通过放松对数据依赖性的假设来扩展现有结果.
- 这项工作推进了在较弱依赖条件下对非参数估计的理论理解.
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