数学杂志

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在加仑小时估计最优带宽参数选择

表1

最优带宽参数范围在不同序列的长度。


	存在	持久性或antipersistence	估计的准确性

N= 100	[0.59,0.68]	[0.58,0.67]	[0.58,0.67]
N= 200	[0.58,0.67]	[0.56,0.65]	[0.59,0.68]
N= 300	[0.59,0.68]	[0.55,0.64]	[0.60,0.69]
N= 400	[0.58,0.67]	[0.53,0.62]	[0.59,0.68]
N= 500	[0.57,0.66]	[0.53,0.62]	[0.59,0.68]
N= 600	[0.56,0.65]	[0.53,0.62]	[0.59,0.68]
N= 700	[0.55,0.64]	[0.53,0.62]	[0.59,0.68]
N= 800	[0.55,0.64]	[0.53,0.62]	[0.58,0.67]
N= 900	[0.56,0.65]	[0.52,0.61]	[0.59,0.68]
N= 1000	[0.54,0.63]	[0.52,0.61]	[0.59,0.68]
N= 2000	[0.53,0.62]	[0.52,0.61]	[0.60,0.69]
N= 5000	[0.53,0.62]	[0.55,0.64]	[0.60,0.69]
N= 10000	[0.53,0.62]	[0.55,0.64]	[0.59,0.68]
N= 50000	[0.54,0.63]	[0.59,0.68]	[0.60,0.69]
十字路口	[0.59,0.62]	[0.58,0.61]	[0.60,0.67]

注:表中最优带宽参数范围应该是离散的点,但为了节省空间,它是一个区间数表示为。