Yu. N. Orlov, “Optimal histogram interval for non-stationary time-series distribution function density estimation”, Keldysh Institute preprints, 2013, 014, 26 pp.

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Preprints of the Keldysh Institute of Applied Mathematics, 2013, 014, 26 pp. (Mi ipmp14)

This article is cited in 11 scientific papers (total in 11 papers)

Optimal histogram interval for non-stationary time-series distribution function density estimation

Yu. N. Orlov

Full-text PDF (579 kB) Citations (11)

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Abstract: The properties of distributions of the distances between two empirical distribution function densities for non-stationary time-series are investigated. The optimal choice of histogram interval is suggested on the basis of self-agreement accuracy of empirical probability. The estimation is given by a new non-parametric method.

Keywords: optimal histogram class interval , non-stationary distributions, time series.

Document Type: Preprint

Language: Russian

Citation: Yu. N. Orlov, “Optimal histogram interval for non-stationary time-series distribution function density estimation”, Keldysh Institute preprints, 2013, 014, 26 pp.

Citation in format AMSBIB

\Bibitem{Orl13}

\by Yu.~N.~Orlov

\paper Optimal histogram interval for non-stationary time-series distribution function density estimation

\jour Keldysh Institute preprints

\yr 2013

\papernumber 014

\totalpages 26

\mathnet{http://mi.mathnet.ru/ipmp14}

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https://www.mathnet.ru/eng/ipmp14

https://www.mathnet.ru/eng/ipmp/y2013/p14

This publication is cited in the following 11 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Препринты Института прикладной математики им. М. В. Келдыша РАН

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Abstract page:	580
Full-text PDF :	474
References:	45

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