Asymptotic study of the density associated to a filter of infinite order

zbMath0792.62083MaRDI QIDQ1326942

Denis Bosq

Publication date: 17 July 1994

Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/230951

zbMATH Keywords

density estimationlinear filterKullback informationGaussian caseempirical maximum likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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