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

05/24/2022

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by   Salim Lardjane, et al.

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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.