Kernel estimation for characteristics of pure jump processes

DOI10.1007/BF02926026MaRDI QIDQ1893388zbMATH OpenOpenAlexFDO

Authors J. Tiedge, Hendrik Schäbe

Publication date 3 July 1995

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02926026

zbMATH Keywords

kernel estimatorsindependent incrementspure jump processeshomogeneous processesdiagnosis parametersestimation of the jump densitywear processes

Mathematics Subject Classification ID

Density estimation (62G07) Reliability and life testing (62N05) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3928097 (Why is no real title available?)
• scientific article; zbMATH DE number 4007334 (Why is no real title available?)
• scientific article; zbMATH DE number 4084754 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3279646 (Why is no real title available?)
• Biased and Unbiased Cross-Validation in Density Estimation
• Developments in Nonparametric Density Estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Smooth optimum kernel estimators of densities, regression curves and modes
• The consistency of automatic kernel density estimates

Cited in

(3)

• Consistency of the kernel density estimator: a survey
• Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models
• Martin kernels for Markov processes with jumps

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