Abstract:
The nonparametric estimation of terminal type functionals under stationary samples is considered. It is proved that suggested nonparametric estimates have mean-square convergence.
Keywords:terminal type functionals, stationary samples, nonparametric estimation, mean-square convergence.
UDC:519.8
Received: 18.06.2010 Received in revised form: 25.08.2010 Accepted: 10.09.2010