Finite sample performance of density estimators from unequally spaced data

DOI10.1016/S0167-7152(00)00083-3zbMath0958.62037WikidataQ126591881 ScholiaQ126591881MaRDI QIDQ1590838

Juan Manuel Vilar, José Antonio Vilar

Publication date: 2000

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

zbMATH Keywords

random sampling schemesexact mean integrated squared errorfirst-order continuous-time autoregressive process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE ⋮ On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case ⋮ Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion ⋮ Least-square estimators in linear regression models under negatively superadditive dependent random observations

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