Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes
Statistics Theory
2022-05-25 v1 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2205.12081,
title = {Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes},
author = {Salim Lardjane},
journal= {arXiv preprint arXiv:2205.12081},
year = {2022}
}
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12 pages