Density estimation in a continuous-time stationary Markov process
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(19)- Super optimal rates for nonparametric density estimation via projection estimators
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
- On confidence intervals for distribution function and density of ergodic diffusion process
- Nonparametric recursive estimation in stationary markov processes
- On efficient estimation of invariant density for ergodic diffusion processes
- Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
- OnL1-consistency of kernel-type density estimator for stationary markov processes
- On local times, density estimation and supervised classification from functional data
- On unbiased density estimation for ergodic diffusion
- Effect of dependence on stochastic measures of accuracy of density estimators
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes
- On bandwidth choice for density estimation with dependent data
- A family of minimax rates for density estimators in continuous time
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes
- Arrondir le cercle\dots
- Density estimation for spatial-temporal models
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
- Finite sample performance of density estimators from unequally spaced data
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