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Kernel Estimation of a Characteristic Function

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This article deals with the study of asymptotic properties of a nonparametric kernel estimator of a characteristic function. Uniformly strong consistency of kernel estimator with fixed and expanding interval is established. The law of iterated logarithm type is also proved.

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References

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Correspondence to A. A. Abdushukurov.

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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 19, pp. 26–33, 2006

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Abdushukurov, A.A., Norboev, F.S. Kernel Estimation of a Characteristic Function. J Math Sci 220, 643–649 (2017). https://doi.org/10.1007/s10958-016-3207-1

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  • DOI: https://doi.org/10.1007/s10958-016-3207-1

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