线性过程误差下概率密度函数核估计的均方相合性

A square consistent of kernel density estimation for linear processes error

设{Xt,t≥1}为一单边线性平稳过程序列,具有共同的未知密度函数f(x),本文定义通常的f(x)的核估计,在适当条件下,证明了其均方相合性.

Let {Xt,t≥1} be a one-sided linear processes with common unknown density function f(x). In this paper,we not only constrated the kernel density estimation of f(x),but also proved its sequare consistence under suitable condition.