Nonparametric estimation and prediction for continuous time processes

DOI10.1016/S0362-546X(97)00460-4zbMath0915.62025MaRDI QIDQ4374249

Denis Bosq

Publication date: 4 July 1999

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

predictionrates of convergencekernel density estimatorkernel regression estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (1)

Bandit and covariate processes, with finite or non-denumerable set of arms

Cites Work

• Unnamed Item
• Nonparametric regression estimation under mixing conditions
• On smoothed probability density estimation for stationary processes
• Accurate rates of density estimators for continuous-time processes
• Optimal global rates of convergence for nonparametric regression
• Nonparametric statistics for stochastic processes

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