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Mathematics > Statistics Theory

Title: Kernel entropy estimation for linear processes II

Abstract: Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to estimate the quadratic functional of $\int_{\mathbb{R}}f^2(x)dx$ of the linear process $X=\{X_n: n\in \mathbb{N}\}$ and improve the corresponding results in [4].
Subjects: Statistics Theory (math.ST)
Cite as: arXiv:2403.19395 [math.ST]
  (or arXiv:2403.19395v1 [math.ST] for this version)

Submission history

From: Fangjun Xu [view email]
[v1] Thu, 28 Mar 2024 13:11:50 GMT (8kb)

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