Optimal sampling for density estimation in continuous time
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Cites work
- Accurate rates of density estimators for continuous-time processes
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- Estimation of local smoothness coefficients for continuous time processes
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes
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- Multivariate probability density deconvolution for stationary random processes
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- On the asymptotic variance of the continuous-time kernel density estimator
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection
Cited in
(35)- Improving density estimators of discretely observed processes by interpolation
- On when to stop sampling for the maximum
- Adaptive estimation of density with sampled observations.
- Finite sample performance of density estimators from unequally spaced data
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Optimal L^2-approximation of occupation and local times for symmetric stable processes
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Piecewise linear density estimation for sampled data
- Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
- Super optimal rates for nonparametric density estimation via projection estimators
- Adaptive sampling schemes for density estimation
- Asymptotic normality of kernel type regression estimators for random fields
- Sampling at a random time with a heavy-tailed distribution
- Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
- Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
- OPTIMUM DESIGN OF SAMPLING TIMES FOR INFERENCE OF COMPARTMENT MODELS BASED ON CURVATURE
- Optimal sampling schemes for the Gaussian hypothesis testing problem
- Optimal sampling schedule for parameter estimation of linear models with unknown but bounded measurement errors
- Optimal sampling from sliding windows
- Exact Sampling from a Continuous State Space
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- A family of minimax rates for density estimators in continuous time
- Local Hölder exponent estimation for multivariate continuous time processes
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- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- A note on wavelet density deconvolution for weakly dependent data
- Frequency polygons for continuous random fields
- Asymptotic normality of kernel type density estimators for random fields
- The ARHD model
- Sample paths adaptive density estimation
- Kernel regression estimation for continuous spatial processes
- Assessing the number of mean square derivatives of a Gaussian process
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