Optimal and superoptimal rates of frequency polygons for continuous-time processes.

DOI10.1016/J.CRMA.2005.05.003zbMATH Open1075.62077OpenAlexW1988708465MaRDI QIDQ2484562FDOQ2484562

Authors: F.-X. Lejeune 

Publication date: 1 August 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.05.003

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Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Cites Work

• Mixing: Properties and examples
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Asymptotic theory of weakly dependent stochastic processes
• Frequency polygons for weakly dependent processes
• Frequency Polygons: Theory and Application
• On smoothed probability density estimation for stationary processes
• Density estimation for a class of continuous time processes

Cited In (2)

• Piecewise linear density estimation for sampled data
• Frequency polygons for continuous random fields

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