Asymptotic normality of residual density estimator in stationary and explosive autoregressive models.
Min GaoWenzhi YangShipeng WuWei YuPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- autoregressive model
- density estimators
- density estimation
- non stationary
- autoregressive
- data streams
- wavelet domain
- decision boundary
- wavelet analysis
- parzen window
- wavelet decomposition
- probability density function
- density function
- mixture model
- data reduction
- reduced set
- pattern classification
- worst case
- machine learning
- subband
- image compression
- wavelet transform
- em algorithm
- parameter estimation