A family of minimax rates for density estimators in continuous time

DOI10.1080/07362990008809702zbMath0971.62023OpenAlexW2052728582MaRDI QIDQ4526870

Publication date: 4 October 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809702

zbMATH Keywords

kernel density estimators continuous time processes minimax rate intermediate rate

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items

Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes, An introduction to recent advances in high/infinite dimensional statistics, Kriging for Hilbert-space valued random fields: the operatorial point of view, Plug-in prediction intervals for a special class of standard ARH(1) processes, Gap between orthogonal projectors -- application to stationary processes, Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors, On two sample inference for eigenspaces in functional data analysis with dependent errors, On local asymptotic normality for functional autoregressive processes, Local asymptotic normality of Hilbertian autoregressive processes, Boosting for real and functional samples: an application to an environmental problem, Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces, A randomness test for functional panels, On dimension reduction models for functional data, Sieves estimator of functional autoregressive process, Nonparametric trend coefficient estimation for multidimensional diffusions, Local Hölder exponent estimation for multivariate continuous time processes, On the rate of convergence for the autocorrelation operator in functional autoregression, Asymptotic properties of principal component projections with repeated eigenvalues, A partial overview of the theory of statistics with functional data, Test of independence for functional data, More good news on the HKM test for multivariate reflected symmetry about an unknown centre, Testing for independence between functional time series, Principal Component Analysis of Spatially Indexed Functions, Functional generalized linear moduls with derivative, Hilbertian additive regression with parametric help, Nonparametric Functional Graphical Modeling Through Functional Additive Regression Operator, Functional data clustering using principal curve methods, Regularized learning schemes in feature Banach spaces, Conditional Functional Graphical Models, Functional Time Series Prediction Under Partial Observation of the Future Curve, Frequency polygons for continuous random fields, Bootstrap Prediction Bands for Functional Time Series, Functional regression with repeated eigenvalues, On the asymptotic normality of kernel estimators of the long run covariance of functional time series, Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain, Detecting and estimating changes in dependent functional data, Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes, Detecting changes in functional linear models, Modeling sparse longitudinal data on Riemannian manifolds, Adaptive estimation of density with sampled observations., Unnamed Item, Covariance operator estimation of a functional autoregressive process with random coefficients, Large and moderate deviations for infinite-dimensional autoregressive processes., Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series, Hill estimator of projections of functional data on principal components, Kernel regression estimation for continuous spatial processes, CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS, A note on strong-consistency of componentwise ARH(1) predictors, Cointegrated linear processes in Bayes Hilbert space, Describing the concentration of income populations by functional principal component analysis on Lorenz curves, Strongly consistent autoregressive predictors in abstract Banach spaces, Multi-spectral decomposition of functional autoregressive models, First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem, A nonparametric test for stationarity in functional time series, Limit theorems for Hilbert space-valued linear processes under long range dependence, Asymptotic properties of a component-wise ARH(1) plug-in predictor, A comparison of Hurst exponent estimators in long-range dependent curve time series, Moving averages in Hilbert spaces, Functional maximum-likelihood estimation of ARH(\(p\)) models, Estimation in generalized linear models for functional data via penalized likelihood, Some laws of the iterated logarithm in Hilbertian autoregressive models, Detecting a structural change in functional time series using local Wilcoxon statistic, Functional data analysis for clients segmentation tasks, Inference for the autocovariance of a functional time series under conditional heteroscedasticity, Adaptive sampling schemes for density estimation, Inferential procedures for partially observed functional data, On the CLT for discrete Fourier transforms of functional time series, Testing stationarity of functional time series, Asymptotic normality of sums of Hilbert space valued random elements, Functional regression of continuous state distributions, Kalman filtering from POP-based diagonalization of ARH(1), Quantifying the ratio-plot for the geometric distribution, Functional Graphical Models, Estimation and prediction of a Banach valued autoregressive process., Some asymptotic theory for functional regression and classification, Spatiotemporal filtering from fractal spatial functional data sequence, Estimation of a change-point in the mean function of functional data, The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors, Feature extraction for functional time series: theory and application to NIR spectroscopy data, Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions, The correction term in a small-ball probability factorization for random curves, Monitoring procedures for strict stationarity based on the multivariate characteristic function, A moment-based notion of time dependence for functional time series, Testing the stability of the functional autoregressive process, Principal component analysis of infinite variance functional data, Nonparametric regression for mixing functional random variables, On the functional Hodrick-Prescott filter with non-compact operators, Smoothed average variance estimation for dimension reduction with functional data

Cites Work