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We demonstrate that, for any 1[less-than-or-equals, slant]p[infinity], the Lp-distance between the kernel density estimators of the residuals and errors in the first order autoregressive models is so small that the asymptotic behaviour of the Lp-distance between the kernel density estimator of...
Persistent link: https://www.econbiz.de/10005223604
This paper presents a lower bound for the distance between local time and mesure du voisinage of Brownian motion.
Persistent link: https://www.econbiz.de/10005224127
type="main" xml:id="jtsa12095-abs-0001"There are numerous examples of functional data in areas ranging from earth science to finance where the problem of interest is to compare several functional populations. In many instances, the observations are obtained consecutively in time, and thus, the...
Persistent link: https://www.econbiz.de/10011204116