Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator

DOI10.1007/s11203-009-9034-yzbMath1205.62041OpenAlexW2057322451MaRDI QIDQ625298

Boris Labrador

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-009-9034-y

zbMATH Keywords

density estimationcontinuous timeuniform consistency\(\alpha \)-mixing\(k_n\)-nearest neighbor

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

On the discrete approximation of occupation time of diffusion processes

Cites Work

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