Title :
Bandwidth choice and convergence rates in density estimation with long-range dependent data
Author :
Hall, Peter ; Lahiri, Soumendra Nath ; Truong, Young K.
Author_Institution :
Centre for Math. and its Applications, Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
The authors discuss the optimal bandwidth choice and optimal convergence rates for density estimation with dependent data, as the amount of information in the sample is altered by adjusting the range of dependence. They assume that data are observed from a stationary stochastic process that may be taken to be an unknown function of a Gaussian process
Keywords :
convergence of numerical methods; estimation theory; information theory; stochastic processes; Gaussian process; density estimation; information; long-range dependent data; optimal bandwidth choice; optimal convergence rates; sample; stationary stochastic process; Australia; Bandwidth; Convergence; Gaussian processes; Kernel; Mathematics; Qualifications;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513875
