Local time and density estimation in continuous time

MaRDI QIDQ1856508zbMATH OpenFDO

Authors Yu. Davydov, Denis Bosq

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

local timestationary processes

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Local time and additive functionals (60J55)

Recommendations

• Temps local et estimation sans biais de la densité en temps continu
• Density estimation with locally identically distributed data and with locally stationary data
• The empirical measure in continuous time
• Local superefficiency of data-driven projection density estimators in continuous time
• scientific article; zbMATH DE number 1865880

Cited in

(24)

• Super optimal rates for nonparametric density estimation via projection estimators
• Nonparametric estimation for a class of piecewise-deterministic Markov processes
• Local superefficiency of data-driven projection density estimators in continuous time
• Functional convergence to the local time of a sticky diffusion
• Donsker theorems for diffusions: necessary and sufficient conditions
• On confidence intervals for distribution function and density of ergodic diffusion process
• Remarks on estimation problem for stationary processes in continuous time
• Temps local et estimation de régression en temps continu
• On local times, density estimation and supervised classification from functional data
• Temps local et estimation sans biais de la densité en temps continu
• Optimal convergence rates for the invariant density estimation of jump-diffusion processes
• Some problems in nonparametric inference for the stress release process related to the local time
• Estimation of a time-dependent density
• Goodness-of-fit tests for perturbed dynamical systems
• Density estimation with locally identically distributed data and with locally stationary data
• Kernel Density Estimation and Local Time
• scientific article; zbMATH DE number 1865880 (Why is no real title available?)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
• Adaptive sampling schemes for density estimation
• scientific article; zbMATH DE number 3994687 (Why is no real title available?)
• Estimation of local smoothness coefficients for continuous time processes
• The empirical measure in continuous time
• Local time and related sample paths of filtered white noises
• Statistical estimation for reflected skew processes

This page was built for publication: Local time and density estimation in continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1856508)