Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes

Salim Lardjane

Statistics & Probability Letters, 2022, vol. 189, issue C

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 (2005). He gives examples of several time series models for which this result is relevant.

Keywords: Density estimation; Frequency polygon; Strong uniform consistency; Dependent stochastic processes; Time series (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2022.109612

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