Estimation non paramétrique de la densité pour des processus à temps continu: vitesses minimax

DOI10.1016/S0764-4442(97)88901-XzbMATH Open0887.62041OpenAlexW1991744592MaRDI QIDQ4367680FDOQ4367680

Authors: Delphine Blanke 

Publication date: 2 December 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)88901-x

Recommendations

• A family of minimax rates for density estimators in continuous time
• Accurate rates of density estimators for continuous-time processes
• Nonparametric estimation and prediction for continuous time processes
• Parametric rates of nonparametric estimators and predictors for continuous time processes

zbMATH Keywords

kernel density estimatorconvergence ratesminimax ratescontinuous-time processes

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
• A family of minimax rates for density estimators in continuous time

This page was built for publication: Estimation non paramétrique de la densité pour des processus à temps continu: vitesses minimax

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4367680)