scientific article; zbMATH DE number 597677
From MaRDI portal
Publication:4298739
zbMath0794.62027MaRDI QIDQ4298739
Publication date: 8 September 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
regression functionoptimal convergencemixing conditionscontinuous-time processkernel regression estimatenonparametric predictorconsistent kernel estimator
Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (7)
Accurate rates of density estimators for continuous-time processes ⋮ Asymptotic normality of the additive regression components for continuous time processes ⋮ Super optimal rates for nonparametric density estimation via projection estimators ⋮ Estimation of the asymptotic variance of kernel density estimators for continuous time processes ⋮ Asymptotic normality for density kernel estimators in discrete and continuous time ⋮ Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data ⋮ Optimal convergence rates for the invariant density estimation of jump-diffusion processes
This page was built for publication:
