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JOURNALS // Journal of Siberian Federal University. Mathematics & Physics // Archive

J. Sib. Fed. Univ. Math. Phys., 2011 Volume 4, Issue 1, Pages 118–122 (Mi jsfu168)

Estimation of terminal type functionals under stationary samples

Valery I. Ryumkin

Tomsk State University, Tomsk, Russia

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



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