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Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes

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  • Lardjane, Salim

Abstract

The author establishes a new mathematical expression for the Frequency Polygon. He uses it to prove the strong uniform consistency of the Frequency Polygon marginal density estimator for non-anticipative stationary stochastic processes which are stable in the sense of Wu (2005). He gives examples of several time series models for which this result is relevant.

Suggested Citation

  • Lardjane, Salim, 2022. "Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes," Statistics & Probability Letters, Elsevier, vol. 189(C).
    • Handle: RePEc:eee:stapro:v:189:y:2022:i:c:s016771522200150x
    DOI: 10.1016/j.spl.2022.109612
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    References listed on IDEAS

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    1. Carbon, Michel & Garel, Bernard & Tran, Lanh Tat, 1997. "Frequency polygons for weakly dependent processes," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 1-13, April.
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