Adaptive estimation of density with sampled observations.

DOI10.1016/J.CRMA.2003.09.027zbMath1030.62039OpenAlexW2064094188MaRDI QIDQ1420160

Delphine Blanke

Publication date: 28 January 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2003.09.027

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Local Hölder exponent estimation for multivariate continuous time processes

Cites Work

• On smoothed probability density estimation for stationary processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Mixing: Properties and examples
• Parametric rates of nonparametric estimators and predictors for continuous time processes
• Optimal sampling for density estimation in continuous time
• A family of minimax rates for density estimators in continuous time
• Exact adaptive pointwise estimation on Sobolev classes of densities
• On a Problem of Adaptive Estimation in Gaussian White Noise
• The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection

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