Local time and density estimation in continuous time
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Publication:1856508
zbMath1007.62025MaRDI QIDQ1856508
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Density estimation (62G07) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Local time and additive functionals (60J55)
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