Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process

DOI10.1016/j.crma.2012.10.026zbMath1255.62099OpenAlexW2083448147MaRDI QIDQ1931831

Ouagnina Hili, Brahima Soro

Publication date: 16 January 2013

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.2012.10.026

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items (1)

Asymptotic normality for kernel weighted averages estimation

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