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Comparison theorem and estimates for transition probability densities of diffusion processes

✍ Scribed by Zhongmin Qian; Francesco Russo; Weian Zheng


Publisher
Springer
Year
2003
Tongue
English
Weight
201 KB
Volume
127
Category
Article
ISSN
1432-2064

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Multivariate probability density estimat
✍ Elias Masry πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 160 KB

We consider the estimation of the multivariate probability density function f(x 1 ; : : : ; x d ) of X 1 ; : : : ; X d of a stationary associated random process {X i } ∞ i=-∞ . Uniform strong rates of convergence over compact sets in R d are established for the estimates of f and all its partial der