scientific article; zbMATH DE number 2076275

MaRDI QIDQ4469759zbMATH OpenFDO

Authors Isabelle Serot

Publication date 18 June 2004

zbMATH Keywords

Brownian motiondensity estimationGaussian processesirregular trajectorieslocal timenumerical approximationoccupation densitysemimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(4)

• Mesure du voisinage and occupation density
• The local time of the classical risk process
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• Temps local et estimation de régression en temps continu

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