Kernel Density Estimation and Local Time

DOI10.1007/978-3-642-22368-6_2zbMath1419.60057OpenAlexW43338651MaRDI QIDQ2914787

Ciprian A. Tudor

Publication date: 21 September 2012

Published in: Stochastic Differential Equations and Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22368-6_2

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic theory for fractional regression models via Malliavin calculus
• On the quadratic variation of two-parameter continuous martingales
• Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
• Nonparametric estimation in a nonlinear cointegration type model
• Occupation densities
• Nonparametric estimation in null recurrent time series.
• Chaos expansions and local times
• ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
• The Malliavin Calculus and Related Topics
• Structural Nonparametric Cointegrating Regression
• Nonlinear Regressions with Integrated Time Series
• Regression Theory for Near-Integrated Time Series