Improved estimator of the continuous-time kernel estimator

DOI10.1007/S11741-010-0675-1MaRDI QIDQ3170013zbMATH OpenOpenAlexFDO

Authors

Publication date 29 September 2011

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-010-0675-1

zbMATH Keywords

kernel density estimationmean-square continuousmean-square error

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cites work

• Estimation of a multivariate density
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On smoothed probability density estimation for stationary processes
• Remarks on Some Nonparametric Estimates of a Density Function
• The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection

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