Density estimation for a class of continuous time processes
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Publication:1368861
zbMath0880.62043MaRDI QIDQ1368861
Publication date: 5 February 1998
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
Related Items (10)
On confidence intervals for distribution function and density of ergodic diffusion process ⋮ Frequency polygons for continuous random fields ⋮ Kernel regression estimation for continuous spatial processes ⋮ Optimal and superoptimal rates of frequency polygons for continuous-time processes. ⋮ Super optimal rates for nonparametric density estimation via projection estimators ⋮ Adaptive sampling schemes for density estimation ⋮ Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk ⋮ Optimal convergence rates for the invariant density estimation of jump-diffusion processes
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