The empirical measure in continuous time

MaRDI QIDQ5493786zbMATH OpenFDO

Authors Denis Bosq

Publication date 16 October 2006

zbMATH Keywords

empirical distribution functionlocal timeoccupation density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Large deviations (60F10) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30) Stochastic processes (60G99)

Recommendations

• Local time and density estimation in continuous time
• Accurate rates of density estimators for continuous-time processes
• Remarks on estimation problem for stationary processes in continuous time
• Parametric rates of nonparametric estimators and predictors for continuous time processes
• Temps local et estimation sans biais de la densité en temps continu

Cited in

(3)

• Local time and density estimation in continuous time
• Remarks on estimation problem for stationary processes in continuous time
• Local time and convergence of empirical estimators

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