scientific article; zbMATH DE number 2076276

zbMATH Open1042.62082MaRDI QIDQ4469760FDOQ4469760

Authors Isabelle Serot

Publication date 18 June 2004

zbMATH Keywords

random fieldslocal timeregression estimationadditive functionalsoccupation densityconditional local timeexotic processeslocal time density estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Local time and additive functionals (60J55)

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(4)

• Local generalized empirical estimation of regression
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