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Accurate rates of density estimators for continuous-time processes

✍ Scribed by D. Blanke; D. Bosq

Book ID
104302507
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
316 KB
Volume
33
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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