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On histograms for linear processes |
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| Institution: | 1. Department of Statistics, Faculty of Arts and Science, Ondokuz Mayis University, Samsun 55139, Turkey;2. Department of Statistics, Faculty of Science, Ankara University, Ankara 06100, Turkey;3. Department of Statistics, Faculty of Arts and Science, Giresun University, Giresun 28200, Turkey;4. Department of Statistics, Faculty of Science, Hacettepe University, Ankara, Turkey |
| Abstract: | Sharp rates of convergence of histogram estimates of the marginal density of a linear process are obtained. Histograms can achieve optimal rates of convergence (n−1 log n)1·3 under general conditions. The assumptions involved are easily verifiable. Histograms appear to be very good estimators from the point of view of uniform convergence. |
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