Finite sample performance of density estimators from unequally spaced data

DOI10.1016/S0167-7152(00)00083-3MaRDI QIDQ1590838zbMATH OpenWikidataFDO

Authors José A. Vilar, Juan Vilar

Publication date 2000

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

zbMATH Keywords

random sampling schemesexact mean integrated squared errorfirst-order continuous-time autoregressive process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• Estimation of a time series model from unequally spaced data
• Exact mean integrated squared error
• Kernel estimation of the regression function with random sampling times
• Nonparametric statistics for stochastic processes
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
• Probability density estimation from sampled data
• Some Errors Associated with the Non-parametric Estimation of Density Functions
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Cited in

(5)

• On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
• Finite sample performance of deconvolving density estimators
• Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
• Least-square estimators in linear regression models under negatively superadditive dependent random observations
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE

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