Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
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Publication:1951162
DOI10.1214/13-EJS811zbMath1337.62204MaRDI QIDQ1951162
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1368193536
rate of convergence; consistency; Nadaraya-Watson estimator; central limit theorem; kernel estimator; Lévy motion; stable stochastic integrals; geometrically strong mixing
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
65C30: Numerical solutions to stochastic differential and integral equations
60G52: Stable stochastic processes
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