利用傅里叶变换和协方差函数构造高阶核
On Construction of Higher Order Kernels Using Fourier Transforms and Covariance Functions
摘要：
本文证明了连续时间二阶平稳随机过程的一个适当选择的协方差函数可以看作是一个对称的高阶核。这导致通过选择适当的协方差函数来构造高阶核。构造的高阶核的最佳选择，部分最小化核密度估计的平均积分平方误差也进行了讨论。
英文摘要：
In this paper, we show that a suitably chosen covariance function of a continuous time, second order stationary stochastic process can be viewed as a symmetric higher order kernel. This leads to the construction of a higher order kernel by choosing an appropriate covariance function. An optimal choice of the constructed higher order kernel that partially minimizes the mean integrated square error of the kernel density estimator is also discussed.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
