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Local Hölder exponent estimation for multivariate continuous time processes (Q4819562)

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scientific article; zbMATH DE number 2103464

Language	Label	Description	Also known as
English	Local Hölder exponent estimation for multivariate continuous time processes	scientific article; zbMATH DE number 2103464

Statements

scholarly article

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Local Hölder exponent estimation for multivariate continuous time processes (English)

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Journal of Nonparametric Statistics

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publication date

27 September 2004

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zbMATH Keywords

Hölder exponent

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statistics of processes

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continuous time

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Delphine Blanke

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10485250310001622884

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Estimation of local smoothness coefficients for continuous time processes

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Adaptive estimation of density with sampled observations.

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Accurate rates of density estimators for continuous-time processes

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A family of minimax rates for density estimators in continuous time

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Optimal sampling for density estimation in continuous time

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Parametric rates of nonparametric estimators and predictors for continuous time processes

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Nonparametric statistics for stochastic processes. Estimation and prediction.

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Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data

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On smoothed probability density estimation for stationary processes

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Periodogram-based estimators of fractal properties

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Inequalities for increments of stochastic processes and moduli of continuity

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Convergence of Distributions Generated by Stationary Stochastic Processes

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ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS

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Quadratic variations and estimation of the local Hölder index of a Gaussian process

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On unbiased density estimation for ergodic diffusion

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Some problems of nonparametric estimation by observations of ergodic diffusion process

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Convergence of stochastic processes

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The functional law of the iterated logarithm for stationary strongly mixing sequences

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The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection

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On the asymptotic variance of the continuous-time kernel density estimator

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On Castellana-Leadbetter's condition for diffusion density estimation

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Continuous-time fractional ARMA processes

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Some Results Concerning the Zero-Crossings of Gaussian Noise

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Identifiers

zbMATH Open document ID

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10.1080/10485250310001622884

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4819562

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