Estimating the conditional mode of a stationary stochastic process from noisy observations

DOI10.1007/S001840050033zbMath0990.62076OpenAlexW1991867476MaRDI QIDQ5953769

Dimitrios Ioannides

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840050033

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (2)

Non compact estimation of the conditional density from direct or noisy data ⋮ Nonparametric regression with errors-in-all-variables

This page was built for publication: Estimating the conditional mode of a stationary stochastic process from noisy observations