Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I

DOI10.1080/10485250310001624837zbMath1052.62085OpenAlexW2091558542MaRDI QIDQ4819558

Sophie Dabo-Niang

Publication date: 27 September 2004

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

Full work available at URL: https://doi.org/10.1080/10485250310001624837

zbMATH Keywords

diffusion processWiener chaosinfinite dimensional spaceWiener expansions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Nonparametric density estimation for intentionally corrupted functional data ⋮ Density estimation in an infinite dimensional space: Application to diffusion processes

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Functional data analysis
• The functional nonparametric model and applications to spectrometric data
• Linear processes in function spaces. Theory and applications
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Transformations of Wiener integrals under translations
• A General Approach To Nonparametric Histogram Estimation
• The Volterra Representation and the Wiener Expansion: Validity and Pitfalls
• Estimation of Probability Density by an Orthogonal Series

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