Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant

DOI10.2307/3315510zbMath0969.62056OpenAlexW2066996979MaRDI QIDQ4223827

Jean-Pierre Fabre, Nadia Bensaïd

Publication date: 4 October 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315510

zbMATH Keywords

kernel estimationpoint processesmixingRadon-Nikodym derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Density estimation for associated sampling: A point process influenced approach ⋮ Histogram estimation of radon-nikodym derivatives for strong mixing data ⋮ Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series ⋮ Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data ⋮ Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality

Cites Work

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• Inference for thinned point processes, with application to Cox processes
• Estimation of Palm measures of stationary point processes
• Nonparametric curve estimation from time series
• Nonparametric inference for thinned point process
• Nonparametric statistics for stochastic processes
• A General Approach To Nonparametric Histogram Estimation
• Kernel Estimators of General Radon-Nikodym Derivatives

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