Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I

Kernel density estimator in an infinite-

Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process

✍ S Dabo-Niang 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 313 KB

We estimate the common probability density function of n i.i.d, observations at a fixed point, valued in an infinite-dimensional Banach space. A kernel estimator is proposed. Convergence in mean square is proved. Application to process of diffusion type is considered. (~) 2004 Elsevier Ltd. All righ