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A family of minimax rates for density estimators in continuous time

✍ Scribed by Blanke, D.; Bosq, D.

Book ID
126539162
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
725 KB
Volume
18
Category
Article
ISSN
0736-2994

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πŸ“œ SIMILAR VOLUMES

Accurate rates of density estimators for
Accurate rates of density estimators for continuous-time processes
✍ D. Blanke; D. Bosq πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 316 KB

We specify necessary conditions for getting parametric convergence rate of kernel density estimators. For continuoustime processes observed over [0, T], we show that two possible exact rates are (In T)/T and 1/T, according to the nature of sample paths.

Asymptotic Normality for Density Kernel
Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time
✍ Denis Bosq; Florence MerlevΓ¨de; Magda Peligrad πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 153 KB

In this paper, we build a central limit theorem for triangular arrays of sequences which satisfy a mild mixing condition. This result allows us to study asymptotic normality of density kernel estimators for some classes of continuous and discrete time processes.