Local superefficiency of data-driven projection density estimators in continuous time

MaRDI QIDQ3645218zbMATH OpenFDO

Authors Denis Bosq, Delphine Blanke

Publication date 16 November 2009

Full work available at URL https://eudml.org/doc/40450, http://www.idescat.cat/sort/artpublished.html

zbMATH Keywords

continuous time processesdata-drivendensity estimationsuperefficiency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07) Non-Markovian processes: estimation (62M09)

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(8)

• Locally superoptimal and adaptive projection density estimators
• Local time and density estimation in continuous time
• Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• Super optimal rates for nonparametric density estimation via projection estimators
• Asymptotic behaviour of truncated projection density estimators.
• Estimation suroptimale de la densité par projection
• Tensorial products of functional ARMA processes

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