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UBC Theses and Dissertations

The estimation of a characteristic function and its derivatives Chen, Laurence Wo-Cheong


In this thesis, we discuss the problem of estimating a characteristic function and its derivatives. We obtain estimates which are consistent and asympototically normal, and uniformly consistent with probability one. The methods employed here are similar to the methods used in estimating a probability density function and its derivatives (see [7], [9] for references).

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