Nonparametric estimation for i.i.d. Gaussian continuous time moving average models

DOI10.1007/s11203-020-09228-yzbMath1469.62219OpenAlexW3088313320MaRDI QIDQ2040942

Valentine Genon-Catalot, Fabienne Comte

Publication date: 15 July 2021

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-020-09228-y

zbMATH Keywords

model selectionGaussian processesnonparametric estimationprojection estimatorscontinuous time moving average

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items

Kernel estimation for Lévy driven stochastic convolutions

Uses Software

• fda (R)

Cites Work

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