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arXiv · 2205.12081

Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes

Salim Lardjane
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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. He gives examples of several times series models for which this result is relevant.

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Salim Lardjane. 2022-05-24. Strong Uniform Consistency of the Frequency Polygon Density Estimator for Stable Non-Anticipative Stochastic Processes. https://arxiv.org/abs/2205.12081

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