Estimation of the asymptotic variance of kernel density estimators for continuous time processes
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Publication:5949985
DOI10.1006/jmva.2000.1958zbMath1023.62042OpenAlexW2027317177MaRDI QIDQ5949985
Armelle Guillou, Florence Merlevède
Publication date: 16 November 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2000.1958
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)
Related Items (3)
On confidence intervals for distribution function and density of ergodic diffusion process ⋮ Asymptotic normality of kernel type density estimators for random fields ⋮ Optimal sampling for density estimation in continuous time
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