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-XMaRDI QIDQ1764522zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Diffusion processDensity estimationInfinite-dimensional space

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 3478230 (Why is no real title available?)
• scientific article; zbMATH DE number 3599204 (Why is no real title available?)
• scientific article; zbMATH DE number 1223843 (Why is no real title available?)
• scientific article; zbMATH DE number 1131457 (Why is no real title available?)
• A General Approach To Nonparametric Histogram Estimation
• A relation between Chung's and Strassen's laws of the iterated logarithm
• Density estimation in an infinite dimensional space: Application to diffusion processes
• Dimension fractale et estimation de la régression dans des espaces vectoriels semi-normés
• Functional data analysis
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Gaussian measures in Banach spaces
• Kernel regression estimation when the regressor takes values in metric space
• Linear processes in function spaces. Theory and applications
• ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE
• Remarks on Some Nonparametric Estimates of a Density Function

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
• scientific article; zbMATH DE number 7765987 (Why is no real title available?)
• scientific article; zbMATH DE number 2123869 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3879862 (Why is no real title available?)
• 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

Describes a project that uses

Uses Software

• fda (R)

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)