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)

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Cited in

(24)

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• Some problems in nonparametric inference for the stress release process related to the local time
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• Statistical estimation for reflected skew processes
• Nonparametric estimation for a class of piecewise-deterministic Markov processes
• Functional convergence to the local time of a sticky diffusion
• On confidence intervals for distribution function and density of ergodic diffusion process
• Temps local et estimation sans biais de la densité en temps continu
• Estimation of local smoothness coefficients for continuous time processes
• Optimal convergence rates for the invariant density estimation of jump-diffusion processes
• Local superefficiency of data-driven projection density estimators in continuous time
• On local times, density estimation and supervised classification from functional data
• Remarks on estimation problem for stationary processes in continuous time
• Density estimation with locally identically distributed data and with locally stationary data
• Kernel Density Estimation and Local Time
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
• Local time and related sample paths of filtered white noises
• Super optimal rates for nonparametric density estimation via projection estimators
• The empirical measure in continuous time
• Temps local et estimation de régression en temps continu
• Estimation of a time-dependent density
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• Goodness-of-fit tests for perturbed dynamical systems

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