Pages that link to "Item:Q1368861"
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The following pages link to Density estimation for a class of continuous time processes (Q1368861):
Displaying 16 items.
- Frequency polygons for continuous random fields (Q625317) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832) (← links)
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
- Estimation of stopping times for stopped self-similar random processes (Q2046303) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- Optimal and superoptimal rates of frequency polygons for continuous-time processes. (Q2484562) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- (Q3330220) (← links)
- Temps local et estimation sans biais de la densité en temps continu (Q4367681) (← links)
- Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Distributional properties of continuous time processes: from CIR to bates (Q6065669) (← links)
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310) (← links)