Adaptive sampling schemes for density estimation
From MaRDI portal
Publication:2498749
DOI10.1016/j.jspi.2004.12.005zbMath1094.62045OpenAlexW2057889835MaRDI QIDQ2498749
Publication date: 16 August 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.12.005
density estimationadaptive estimationkernel estimatorcontinuous timesampling schemepointwise estimation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
Related Items
Density estimation for spatial-temporal models ⋮ On local times, density estimation and supervised classification from functional data ⋮ Piecewise linear density estimation for sampled data ⋮ Improving density estimators of discretely observed processes by interpolation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive orthogonal series density estimation for small samples
- The oscillation behavior of empirical processes: The multivariate case
- Sample paths adaptive density estimation
- Data-driven bandwidth choice for density estimation based on dependent data
- On smoothed probability density estimation for stationary processes
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Continuous-time fractional ARMA processes
- Some problems of nonparametric estimation by observations of ergodic diffusion process
- Kernel density estimation under weak dependence with sampled data
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Parametric rates of nonparametric estimators and predictors for continuous time processes
- Density estimation for a class of continuous time processes
- Accurate rates of density estimators for continuous-time processes
- \(\mathbb{L}_p\) adaptive density estimation in a \(\beta\) mixing framework
- Comparison theorem and estimates for transition probability densities of diffusion processes
- On Castellana-Leadbetter's condition for diffusion density estimation
- Stationary and self-similar processes driven by Lévy processes
- Density estimation by wavelet thresholding
- Local time and density estimation in continuous time
- On bandwidth choice for density estimation with dependent data
- On the asymptotic variance of the continuous-time kernel density estimator
- Efficient density estimation for ergodic diffusion processes
- Asymptotic theory of weakly dependent stochastic processes
- A Bias Correction for Cross-validation Bandwidth Selection when a Kernel Estimate is Based on Dependent Data
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
- Optimal sampling for density estimation in continuous time
- A family of minimax rates for density estimators in continuous time
- Exact adaptive pointwise estimation on Sobolev classes of densities
- On a Problem of Adaptive Estimation in Gaussian White Noise
- The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection