NONPARAMETRIC VARIANCE-ESTIMATION FROM ERGODIC SAMPLES

Authors
ARFI M
Citation
M. Arfi, NONPARAMETRIC VARIANCE-ESTIMATION FROM ERGODIC SAMPLES, Scandinavian journal of statistics, 25(1), 1998, pp. 225-234
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
25
Issue
1
Year of publication
1998
Pages
225 - 234
Database
ISI
SICI code
0303-6898(1998)25:1<225:NVFES>2.0.ZU;2-T
Abstract
It is shown that a kernel estimate for the variance function is unifor mly strongly consistent, under the ergodic condition.