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Temps local et estimation sans biais de la densité en temps continu - MaRDI portal

Temps local et estimation sans biais de la densité en temps continu

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Publication:4367681

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DOI10.1016/S0764-4442(97)88902-1zbMath0889.62071MaRDI QIDQ4367681

Publication date: 18 June 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

local time kernel estimator functional law of iterated logarithm Castellana-Leadbetter condition

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Functional limit theorems; invariance principles (60F17)

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