Non-parametric variance estimation from ergodic samples

被引：7

作者：

Arfi, M

机构：

[1] 75010 Paris, 10, Rue Cail

来源：

关键词：

ergodicity; kernel estimate; variance function;

D O I：

10.1111/1467-9469.00099

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that a kernel estimate for the variance function is uniformly strongly consistent, under the ergodic condition.

引用

页码：225 / 234

页数：10

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