Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
DOI10.1016/j.spl.2019.06.008zbMath1422.60040OpenAlexW2953671785WikidataQ127577676 ScholiaQ127577676MaRDI QIDQ2273701
Publication date: 25 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.008
samplingmissing at randomregression functioncontinuous time processesergodic dataasymptotic mean squared error
Density estimation (62G07) Hypothesis testing in multivariate analysis (62H15) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)
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Cites Work
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