On unbiased density estimation for ergodic diffusion
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Cites work
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- Estimation of Distribution Density Belonging to a Class of Entire Functions
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- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 1304737 (Why is no real title available?)
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- Mean integrated square error properties of density estimates
- Nonparametric Identification for Diffusion Processes
- Nonparametric statistics for stochastic processes
- On Castellana-Leadbetter's condition for diffusion density estimation
- On smoothed probability density estimation for stationary processes
- On the Estimation of the Probability Density, I
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Cited in
(9)- Estimators for exit distributions of diffusion processes
- On density estimation from ergodic processes
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Efficient density estimation for ergodic diffusion processes
- Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffu\-sion
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- Local Hölder exponent estimation for multivariate continuous time processes
- Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes
- Asymptotic unbiased density estimators
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