Kernel approximations of a Wiener process

DOI10.1007/BF01848011zbMath0621.60047OpenAlexW2003395915MaRDI QIDQ1089993

Ulrich Stadtmüller

Publication date: 1988

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01848011

zbMATH Keywords

kernel approximationasymptotics of nonparametric curve estimatesweak and strong limit theorems

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Rate of convergence, degree of approximation (41A25) Approximation by operators (in particular, by integral operators) (41A35)

Related Items (4)

On the uniform modulus of continuity of certain discrete approximation operators ⋮ Uniform consistency of generalized kernel estimators of quantile density ⋮ Calculus of the modulus of continuity for nonconcave functions and applications ⋮ New Entropy Estimator with an Application to Test of Normality

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• Asymptotic properties of nonparametric curve estimates
• On some global measures of the deviations of density function estimates
• On the maximal deviation of the kernel regression function estimate
• The order of the approximation to a Wiener process by its Fourier series
• Maxima of stationary Gaussian processes

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