On the conditional density estimation for continuous time processes with values in functional spaces

DOI10.1016/J.SPL.2021.109179zbMath1473.62122OpenAlexW3168953348MaRDI QIDQ2244590

Christophe Chesneau, Bertrand Maillot

Publication date: 12 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109179

zbMATH Keywords

regression function estimationcontinuous time processesconditional mode estimationconditional density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) General considerations in statistical decision theory (62C05)

Cites Work

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• Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
• On Strong Consistency of Density Estimates
• On Estimation of a Probability Density Function and Mode

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