Temps local et estimation sans biais de la densité en temps continu

DOI10.1016/S0764-4442(97)88902-1MaRDI QIDQ4367681zbMATH OpenFDO

Authors Denis Bosq

Publication date 18 June 1998

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)88902-1

zbMATH Keywords

Castellana-Leadbetter conditionfunctional law of iterated logarithmkernel estimatorlocal time

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cited in

(7)

• Local time and density estimation in continuous time
• Local time and convergence of empirical estimators
• Kernel Density Estimation and Local Time
• Density estimation with locally identically distributed data and with locally stationary data
• Local superefficiency of data-driven projection density estimators in continuous time
• The empirical measure in continuous time
• On local times, density estimation and supervised classification from functional data

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