Smoothing signals for semimartingales (Q1102621): Difference between revisions
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Revision as of 03:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothing signals for semimartingales |
scientific article |
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Smoothing signals for semimartingales (English)
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1988
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Smoothed estimates for the signal part in a semimartingale model are constructed as a generalization of the density-estimates obtained via the well-known methods of kernel function and convolution smoothing. As an application, a convolution-smoothed estimate of the cumulative hazard function is obtained in the censored case.
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semimartingale model
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density-estimates
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convolution smoothing
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cumulative hazard function
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