Nonparametric estimation and prediction for continuous time processes
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Publication:4374249
DOI10.1016/S0362-546X(97)00460-4zbMATH Open0915.62025MaRDI QIDQ4374249FDOQ4374249
Authors: Denis Bosq 
Publication date: 4 July 1999
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)
Cites Work
- Nonparametric regression estimation under mixing conditions
- Optimal global rates of convergence for nonparametric regression
- Nonparametric statistics for stochastic processes
- On smoothed probability density estimation for stationary processes
- On invariant density estimation for ergodic diffusion processes
- Accurate rates of density estimators for continuous-time processes
Cited In (18)
- Estimation non paramétrique pour des processus dynamiques dilatants
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- Nonparametric statistics for stochastic processes. Estimation and prediction.
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- Bandit and covariate processes, with finite or non-denumerable set of arms
- Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
- On the conditional density estimation for continuous time processes with values in functional spaces
- Title not available (Why is that?)
- Title not available (Why is that?)
- Gaussian process for nonstationary time series prediction
- Nonparametric testing for long-horizon predictability with persistent covariates
- Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time
- A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests
- Generalized regression estimation for continuous time processes with values in functional spaces
- A family of minimax rates for density estimators in continuous time
- Title not available (Why is that?)
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