Accurate rates of density estimators for continuous-time processes

DOI10.1016/S0167-7152(96)00126-5MaRDI QIDQ1380586zbMATH OpenOpenAlexFDO

Authors Delphine Blanke, Denis Bosq

Publication date 2 December 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00126-5

zbMATH Keywords

continuous-time processcontinuous-time processeskernel density estimatorssuperoptimal rate

Mathematics Subject Classification ID

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

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Cites work

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• On smoothed probability density estimation for stationary processes
• Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
• The multivariate normal distribution

Cited in

(20)

• Improving density estimators of discretely observed processes by interpolation
• Parametric rates of nonparametric estimators and predictors for continuous time processes
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• On the asymptotic variance of the continuous-time kernel density estimator
• Density estimation for spatial-temporal models
• Optimal and superoptimal rates of frequency polygons for continuous-time processes.
• Adaptive sampling schemes for density estimation
• scientific article; zbMATH DE number 559135 (Why is no real title available?)
• Estimation non paramétrique de la densité pour des processus à temps continu: vitesses minimax
• Nonparametric estimation and prediction for continuous time processes
• Optimal sampling for density estimation in continuous time
• A family of minimax rates for density estimators in continuous time
• Local Hölder exponent estimation for multivariate continuous time processes
• Root n consistent and optimal density estimators for moving average processes
• scientific article; zbMATH DE number 810986 (Why is no real title available?)
• scientific article; zbMATH DE number 845760 (Why is no real title available?)
• The empirical measure in continuous time
• On local times, density estimation and supervised classification from functional data
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator
• Assessing the number of mean square derivatives of a Gaussian process

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