✦ LIBER ✦

Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process

✍ Scribed by Ángeles Saavedra; Ricardo Cao

Book ID: 108433019
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 174 KB
Volume: 80
Category: Article
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(98)00091-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some estimates of the rate of convergenc

Some estimates of the rate of convergence of regularized approximations for equations of the convolution type

✍ A.V. Goncharskii; A.S. Leonov; A.G. Yagola 📂 Article 📅 1972 🏛 Elsevier Science ⚖ 548 KB

A Convolution Estimator for the Density

A Convolution Estimator for the Density of Nonlinear Regression Observations

✍ BÅRD STØVE; DAG TJØSTHEIM 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 691 KB

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

On the rate of convergence of the maximu

On the rate of convergence of the maximum likelihood estimator of ak-monotone density

✍ FuChang Gao; Jon A. Wellner 📂 Article 📅 2009 🏛 SP Science China Press 🌐 English ⚖ 268 KB

On the Estimation of the Marginal Densit

On the Estimation of the Marginal Density of a Moving Average Process

✍ Angeles Saavedra and Ricardo Cao 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 French ⚖ 746 KB

The adaptive rate of convergence in a pr

The adaptive rate of convergence in a problem of pointwise density estimation

✍ Cristina Butucea 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 90 KB

We estimate the common density function of n i.i.d. observations, at a ÿxed point, over Sobolev classes of functions having regularity ÿ. We prove that the optimal rate of convergence cannot be attained in adaptive estimation, i.e. uniformly over ÿ in some interval B n. A slower rate is shown to be