Improving density estimators of discretely observed processes by interpolation

DOI10.1016/j.jspi.2008.06.017zbMath1161.62015OpenAlexW2088723366MaRDI QIDQ1011521

Martin Sköld

Publication date: 8 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.06.017

zbMATH Keywords

interpolationstochastic processes

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
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