Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process.

DOI10.1016/S0893-9659(04)90078-XzbMath1083.62031OpenAlexW2065777146MaRDI QIDQ1764522

Sophie Dabo-Niang

Publication date: 25 February 2005

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(04)90078-x

zbMATH Keywords

Density estimationDiffusion processInfinite-dimensional space

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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Uses Software

• fda (R)

Cites Work

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