𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal sampling for density estimation in continuous time

✍ Scribed by D. Blanke; B. Pumo


Book ID
108549517
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
299 KB
Volume
24
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Optimal estimation for continuous state
✍ Yongdai Kim πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 553 KB

This paper is concerned with estimation of the drift parameter in a class of continuous state branching processes by use of the estimating function theory (Heyde, 1992, J. Statist. Plann. Inference 33, 121-129). The main interests are to develop a method of estimating the parameter in case when only

Accurate rates of density estimators for
✍ 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
✍ 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.