Pointwise adaptive estimation of the marginal density of a weakly dependent process
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Publication:2407072
DOI10.1016/j.jspi.2017.03.003zbMath1391.62056arXiv1604.00039OpenAlexW2963919306MaRDI QIDQ2407072
Nicolas Klutchnikoff, Karine Bertin
Publication date: 28 September 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.00039
kernel estimationdensity estimationoracle inequalityweakly dependent processesmarginal densityadaptive minimax ratesapproach of Goldenshluger and Lepski
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Adaptive estimation for stochastic damping Hamiltonian systems under partial observation, Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
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