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

DOI10.1016/S0764-4442(97)88901-XMaRDI QIDQ4367680zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

• scientific article; zbMATH DE number 810986 (Why is no real title available?)
• 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

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