THE ARMA METHOD OF APPROXIMATING PROBABILITY DENSITY-FUNCTIONS Academic Article uri icon

abstract

  • A new method of approximating probability density functions is considered. The method uses representing functions having the rational form of ARMA spectrum representations. The approximators are defined in terms of the en-transform, a numerical analysis tool useful for inducing sequences to converge more rapidly. Various conditions are given under which certain ARMA approximators have substantially smaller integtrated squared error than do truncated Fourier series approximators. Some empirical results point out how ARMA approximators act as smoothers by counteracting the leakage effect inherent in truncating a Fourier series. 1985.

published proceedings

  • JOURNAL OF STATISTICAL PLANNING AND INFERENCE

author list (cited authors)

  • HART, J. D., & GRAY, H. L.

citation count

  • 0

complete list of authors

  • HART, JD||GRAY, HL

publication date

  • January 1985