Accurate rates of density estimators for continuous-time processes

Author:

Blanke D.,Bosq D.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Optimal and full rates of functional estimators for continuous-time processes;Bosq;C.R. Acad. Sci. Paris, série I,1993

2. Exotic asymptotic behaviour of the kernel density estimate for continuous time processes;Bosq;C.R. Acad. Sci. Paris, série I,1995

3. Nonparametric Statistics for Stochastic Processes, Estimation and Prediction;Bosq,1996

4. On smoothed probability density estimation for stationary process;Castellana;Stochastic Process. Appl.,1986

5. Nonparametric regression and prediction for continuous-time processes;Cheze-Payaud;Publ. Inst. Statist. Univ. Paris,1994

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