The empirical measure in continuous time

zbMATH Open1111.62028MaRDI QIDQ5493786FDOQ5493786

Authors: Denis Bosq 

Publication date: 16 October 2006

Recommendations

• Local time and density estimation in continuous time
• Accurate rates of density estimators for continuous-time processes
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• Temps local et estimation sans biais de la densité en temps continu

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)

Cited In (3)

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

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