English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 89671/119468 (75%)
Visitors : 23931752      Online Users : 491
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/18681
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18681


    Title: Kernel density estimation under weak dependence with sampled data
    Authors: 吳柏林
    Wu, Berlin
    Date: 1997-05
    Issue Date: 2008-12-24 13:28:45 (UTC+8)
    Abstract: Kernel type estimators of the density of continuous time
    R
    d-valued stochastic processes are studied. Uniform strong consistency on
    R
    d of the estimators and their rates of convergence are obtained. The stochastic processes are assumed to satisfy the strong mixing condition and the sampling instants are random. It is shown that the estimators can attain the optimal L2 rates of convergence.
    Relation: Journal of Statistical Planning and Inference,61,141-154
    Data Type: article
    DOI 連結: https://doi.org/10.1016/S0378-3758(96)00151-6
    DOI: 10.1016/S0378-3758(96)00151-6
    Appears in Collections:[應用數學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    141.pdf457KbAdobe PDF154View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback