Accurate rates of density estimators for continuous-time processes
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Publication:1380586
DOI10.1016/S0167-7152(96)00126-5zbMath0901.62056OpenAlexW2080164675MaRDI QIDQ1380586
Publication date: 2 December 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00126-5
Related Items (13)
A family of minimax rates for density estimators in continuous time ⋮ Local Hölder exponent estimation for multivariate continuous time processes ⋮ Density estimation for spatial-temporal models ⋮ Root n consistent and optimal density estimators for moving average processes ⋮ On local times, density estimation and supervised classification from functional data ⋮ On the asymptotic variance of the continuous-time kernel density estimator ⋮ Strong pointwise consistency of the \(k_T\)-occupation time density estimator ⋮ Nonparametric estimation and prediction for continuous time processes ⋮ Assessing the number of mean square derivatives of a Gaussian process ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes ⋮ Adaptive sampling schemes for density estimation ⋮ Optimal sampling for density estimation in continuous time ⋮ Improving density estimators of discretely observed processes by interpolation
Cites Work
- On smoothed probability density estimation for stationary processes
- The multivariate normal distribution
- Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On properties of estimators in nonregular situations for Poisson processes
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