Estimation of densities and applications
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Publication:1266778
DOI10.1023/A:1022614917458zbMath0953.62081MaRDI QIDQ1266778
David Nualart, Maria-Emilia Caballero, Begoña Fernández Fernández
Publication date: 15 December 1998
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (8)
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. ⋮ Convergence of densities of spatial averages of stochastic heat equation ⋮ Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process ⋮ Unnamed Item ⋮ Deviation probability bounds for fractional martingales and related remarks ⋮ On irregular functionals of SDEs and the Euler scheme ⋮ Estimates for the probability that Itô processes remain near a path ⋮ On the Bias, Risk, and Consistency of Sample Means in Multi-armed Bandits
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