Page 158 - Textos de Matemática Vol. 47
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148
P. DE ZEA BERMUDEZ, M. A. AMARAL TURKMAN, AND K. F. TURKMAN
Density Density
0 1 2 3 4 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5
Density Density
0.0 0.5 1.0 1.5 2.0 2.5 0 1 2 3 4
Density Density
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 0.0 0.1 0.2 0.3 0.4
0.2 0.4 0.6 0.8 0.1 0.2 0.3 0.4 0.5 0.6 1 2 3 4 5 6 7 8
N = 1000 Bandwidth = 0.02369 N = 1000 Bandwidth = 0.02 N = 1000 Bandwidth = 0.2001
Figure 5. Kernel density estimates of the accepted values - Xt = 0.6Xt 1 + 0.4Xt 1 ✏t 1 + ✏t , ✏t are iid N (0, 3) - a (left), b (centre) and 2 (right) - in all the graphs N represents kN .
0.2 0.4 0.6 0.8 0.2 0.4 0.6 0.8 1.0 0.5 1.0 1.5 2.0 2.5
N = 1000 Bandwidth = 0.01972 N = 1000 Bandwidth = 0.03 N = 1000 Bandwidth = 0.07105
Figure 6. Kernel density estimates of the accepted values - Xt = 0.6Xt 1 + 0.7Xt 1 ✏t 1 + ✏t , ✏t are iid N (0, 1) - a (left), b (centre) and 2 (right) - in all the graphs N represents kN .
