Super optimal rates for nonparametric density estimation via projection estimators

DOI10.1016/j.spa.2004.12.004zbMath1065.62057OpenAlexW2115946890MaRDI QIDQ2485852

Florence Merlevède, Fabienne Comte

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.12.004

zbMATH Keywords

Markov processesSamplingLocal timeCastellana-Leadbetter's conditionContinuous time projection estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items

Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes ⋮ Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion ⋮ Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator ⋮ Piecewise linear density estimation for sampled data ⋮ Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes ⋮ Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations ⋮ Optimal convergence rates for the invariant density estimation of jump-diffusion processes

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