Large deviation principle in nonparametric estimation of marked point processes

DOI10.1016/S0167-7152(98)00181-3zbMath0928.62031OpenAlexW2012613875MaRDI QIDQ1304065

Huyên Pham, Danielle Florens

Publication date: 11 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00181-3

zbMATH Keywords

kernel type estimator

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Large deviations (60F10)

Cites Work

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• Bang-bang controls of point processes
• Nonparametric Identification for Diffusion Processes
• Principes de grandes déviations pour l’estimateur à noyau de la densité de probabilité
• On Estimation of a Probability Density Function and Mode

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