论文标题
使用傅立叶变换和协方差函数在高阶内核建造时
On Construction of Higher Order Kernels Using Fourier Transforms and Covariance Functions
论文作者
论文摘要
在本文中，我们表明连续时间的合适选择的协方差函数可以将二阶固定随机过程视为对称的高阶内核。这通过选择适当的协方差函数来构建高阶内核。还讨论了构造的高阶内核的最佳选择，该构建的高阶内核部分将部分最小化内核密度估计器的平均积分误差。
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.
