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-XzbMATH Open1083.62031OpenAlexW2065777146MaRDI QIDQ1764522FDOQ1764522
Authors: 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
Recommendations
- Density estimation in an infinite dimensional space: Application to diffusion processes
- Kernel and wavelet density estimators on manifolds and more general metric spaces
- Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
- scientific article; zbMATH DE number 2123869
- Kernel spatial density estimation in infinite dimension space
Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
Cites Work
- Functional data analysis
- Gaussian measures in Banach spaces
- Linear processes in function spaces. Theory and applications
- Remarks on Some Nonparametric Estimates of a Density Function
- Title not available (Why is that?)
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
- Title not available (Why is that?)
- Title not available (Why is that?)
- A relation between Chung's and Strassen's laws of the iterated logarithm
- Density estimation in an infinite dimensional space: Application to diffusion processes
- ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
- Kernel regression estimation when the regressor takes values in metric space
- Title not available (Why is that?)
- A General Approach To Nonparametric Histogram Estimation
Cited In (17)
- Efficiency in multivariate functional nonparametric models with autoregressive errors
- Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
- Kernel regression estimation for continuous spatial processes
- Regression operator estimation by delta-sequences method for functional data and its applications
- KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonparametric density estimation for intentionally corrupted functional data
- Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I
- Quantifying the closeness to a set of random curves via the mean marginal likelihood
- Title not available (Why is that?)
- Nonparametric density estimation for functional data by delta sequences
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- Kernel spatial density estimation in infinite dimension space
- Density estimation in an infinite dimensional space: Application to diffusion processes
- Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data
- Convergence rates for kernel regression in infinite-dimensional spaces
Uses Software
This page was built for publication: Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1764522)
