Kernel estimation for characteristics of pure jump processes

DOI10.1007/BF02926026zbMath0820.62071OpenAlexW1997311797MaRDI QIDQ1893388

J. Tiedge, Hendrik Schäbe

Publication date: 3 July 1995

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02926026

zbMATH Keywords

kernel estimatorsindependent incrementspure jump processeshomogeneous processesdiagnosis parametersestimation of the jump densitywear processes

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Reliability and life testing (62N05)

Related Items (1)

Consistency of the kernel density estimator: a survey

Cites Work

• Smooth optimum kernel estimators of densities, regression curves and modes
• The consistency of automatic kernel density estimates
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Biased and Unbiased Cross-Validation in Density Estimation
• Developments in Nonparametric Density Estimation
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