The asymptotic unbiasedness and the strong consistency and rate of convergence under given conditions are obtained.
在测度弱收敛的意义下,研究了一般概率测度μ的核估计μn,得到了它的渐近无偏性、强相合性及在给定条件下的收敛速度。
We consider Threshold AR(1) Model that the Markov chain formed by is ergodicity, asymptotic unbiasedness, consistency in quadratic mean and asymptotic normality are given for the kernel density estimator.
对一维一阶一个门限的ＴＡＲ模型，通过模型所构成的Ｍａｒｋｏｖ链的遍历性，得到了其核密度估计的渐近无偏性，均方相容性和渐近正态