Optimal sampling for density estimation in continuous time
From MaRDI portal
Publication:4431625
DOI10.1111/1467-9892.00290zbMath1022.62040MaRDI QIDQ4431625
Publication date: 22 October 2003
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00290
Related Items
Local Hölder exponent estimation for multivariate continuous time processes, A note on wavelet density deconvolution for weakly dependent data, Frequency polygons for continuous random fields, Asymptotic normality of kernel type density estimators for random fields, The ARHD model, Kernel regression estimation for continuous spatial processes, Assessing the number of mean square derivatives of a Gaussian process, Improving density estimators of discretely observed processes by interpolation, Adaptive estimation of density with sampled observations., Piecewise linear density estimation for sampled data, Super optimal rates for nonparametric density estimation via projection estimators, Adaptive sampling schemes for density estimation, Asymptotic normality of kernel type regression estimators for random fields, Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model, Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
Cites Work
- Unnamed Item
- Unnamed Item
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Nonparametric curve estimation. Methods, theory, and applications
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
- Accurate rates of density estimators for continuous-time processes
- Estimation of local smoothness coefficients for continuous time processes
- On bandwidth choice for density estimation with dependent data
- On the asymptotic variance of the continuous-time kernel density estimator
- Multivariate probability density deconvolution for stationary random processes
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes
- The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection