A family of minimax rates for density estimators in continuous time

DOI10.1080/07362990008809702zbMath0971.62023OpenAlexW2052728582MaRDI QIDQ4526870

Delphine Blanke, Denis Bosq

Publication date: 4 October 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809702

zbMATH Keywords

kernel density estimatorscontinuous time processesminimax rateintermediate rate

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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