메뉴 건너뛰기




Volumn 25, Issue 3, 1997, Pages 982-1000

Parametric rates of nonparametric estimators and predictors for continuous time processes

Author keywords

Density; Large deviation inequality; Nonparametric estimation and prediction; Parametric rate; Regression

Indexed keywords


EID: 0031529178     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362734     Document Type: Article
Times cited : (25)

References (26)
  • 1
    • 0002262949 scopus 로고
    • Sur l'estimation récurrente de la densité et de sa dérivée pour un processus de markov
    • BANON, G. and NGUYEN, H. T. (1978). Sur l'estimation récurrente de la densité et de sa dérivée pour un processus de Markov. C.R. Acad. Sci. Paris Sér. A 286 691-694.
    • (1978) C.R. Acad. Sci. Paris Sér. A , vol.286 , pp. 691-694
    • Banon, G.1    Nguyen, H.T.2
  • 2
    • 0031591132 scopus 로고    scopus 로고
    • Accurate rates of density estimators for continuous time processes
    • To appear
    • BLANKE, D. and BOSQ, D. (1997). Accurate rates of density estimators for continuous time processes. Statist. Probab. Lett. To appear.
    • (1997) Statist. Probab. Lett.
    • Blanke, D.1    Bosq, D.2
  • 3
    • 0002440886 scopus 로고
    • Bernstein-type large deviation inequalities for partial sums of strong mixing processes
    • BOSQ, D. (1993). Bernstein-type large deviation inequalities for partial sums of strong mixing processes. Statistics 24 59-70.
    • (1993) Statistics , vol.24 , pp. 59-70
    • Bosq, D.1
  • 4
    • 0000433129 scopus 로고
    • Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
    • BOSQ, D. (1995). Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data. Statist. Probab. Lett. 22 339-347.
    • (1995) Statist. Probab. Lett. , vol.22 , pp. 339-347
    • Bosq, D.1
  • 5
    • 0001119476 scopus 로고
    • Vitesses optimales et superoptimales des estimateurs fonctionnels pour un processus à temps continu
    • BOSQ, D. (1993). Vitesses optimales et superoptimales des estimateurs fonctionnels pour un processus à temps continu. C.R. Acad. Sci. Paris Sér. I Math. 317 1075-1078.
    • (1993) C.R. Acad. Sci. Paris Sér. I Math. , vol.317 , pp. 1075-1078
    • Bosq, D.1
  • 6
    • 0000732890 scopus 로고
    • Sur le comportement exotique de l'estimateur à noyau de la densité marginale d'un processus à temps continu
    • BOSQ, D. (1995). Sur le comportement exotique de l'estimateur à noyau de la densité marginale d'un processus à temps continu. C.R. Acad. Sci. Paris Sér. I Math. 320 369-372.
    • (1995) C.R. Acad. Sci. Paris Sér. I Math. , vol.320 , pp. 369-372
    • Bosq, D.1
  • 7
    • 0001889096 scopus 로고    scopus 로고
    • Nonparametric statistics for stochastic processes
    • Springer, Berlin
    • BOSQ, D. (1996). Nonparametric Statistics for Stochastic Processes. Lecture Notes in Statist. 110 1-169. Springer, Berlin.
    • (1996) Lecture Notes in Statist. , vol.110 , pp. 1-169
    • Bosq, D.1
  • 8
    • 0002216574 scopus 로고
    • Approximation theorems for strongly mixing random variables
    • BRADLEY, R. (1983). Approximation theorems for strongly mixing random variables. Michigan Math. J. 30 69-81.
    • (1983) Michigan Math. J. , vol.30 , pp. 69-81
    • Bradley, R.1
  • 9
    • 0001894322 scopus 로고
    • Uniform strong estimation under α-mixing, with rates
    • CAI, Z. and ROUSSAS, G. (1992). Uniform strong estimation under α-mixing, with rates. Statist. Probab. Lett. 15 47-55.
    • (1992) Statist. Probab. Lett. , vol.15 , pp. 47-55
    • Cai, Z.1    Roussas, G.2
  • 10
    • 38249043318 scopus 로고
    • On smoothed probability density estimation for stationary processes
    • CASTELLANA, J. V. and LEADBETTER, M. R. (1986). On smoothed probability density estimation for stationary processes. Stochastic Process. Appl. 21 179-193.
    • (1986) Stochastic Process. Appl. , vol.21 , pp. 179-193
    • Castellana, J.V.1    Leadbetter, M.R.2
  • 11
    • 0001877396 scopus 로고
    • Nonparametric regression and prediction for continuous time process
    • CHEZE-PAYAUD, N. (1994). Nonparametric regression and prediction for continuous time process. Publ. Inst. Statistics Univ. Paris 38 37-58.
    • (1994) Publ. Inst. Statistics Univ. Paris , vol.38 , pp. 37-58
    • Cheze-Payaud, N.1
  • 12
    • 0040795060 scopus 로고
    • Sur l'estimation des densités d'un processus stationaire à temps continu
    • DELECROIX, M. (1980). Sur l'estimation des densités d'un processus stationaire à temps continu. Publ. Inst. Statist. Univ. Paris 25 17-39.
    • (1980) Publ. Inst. Statist. Univ. Paris , vol.25 , pp. 17-39
    • Delecroix, M.1
  • 14
    • 85033112114 scopus 로고    scopus 로고
    • Efficient density estimation for ergodic diffusion
    • Inst. Statistical Mathematics, Tokyo
    • KUTOYANTS, Y. (1996). Efficient density estimation for ergodic diffusion. Research memorandum 607, Inst. Statistical Mathematics, Tokyo.
    • (1996) Research Memorandum 607
    • Kutoyants, Y.1
  • 15
    • 85033117746 scopus 로고
    • Ph.D. dissertation, Univ. Paris 6
    • LEBLANC, F. (1995). Ph.D. dissertation, Univ. Paris 6.
    • (1995)
    • Leblanc, F.1
  • 17
    • 0001473437 scopus 로고
    • On the estimation of probability density function and mode
    • PARZEN, E. (1962). On the estimation of probability density function and mode. Ann. Math. Statist. 33 1065-1076.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 1065-1076
    • Parzen, E.1
  • 19
    • 85033105868 scopus 로고
    • Ph.D. dissertation, Univ. Paris 6
    • RHOMARI, N. (1994). Ph.D. dissertation, Univ. Paris 6.
    • (1994)
    • Rhomari, N.1
  • 20
    • 0001529784 scopus 로고
    • Remarks on some nonparametric estimates of a density function
    • ROSENBLATT, M. (1956). Remarks on some nonparametric estimates of a density function. Ann. Math. Statist. 27 832-837.
    • (1956) Ann. Math. Statist. , vol.27 , pp. 832-837
    • Rosenblatt, M.1
  • 21
    • 38249032193 scopus 로고
    • Nonparametric estimation in mixing sequences of random variables
    • ROUSSAS, G. (1988). Nonparametric estimation in mixing sequences of random variables. J. Statist. Plann. Inference 18 135-149.
    • (1988) J. Statist. Plann. Inference , vol.18 , pp. 135-149
    • Roussas, G.1
  • 22
    • 0002591194 scopus 로고
    • Nonparametric regression estimation under mixing conditions
    • ROUSSAS, G. (1990). Nonparametric regression estimation under mixing conditions. Stochastic Process. Appl. 36 107-116.
    • (1990) Stochastic Process. Appl. , vol.36 , pp. 107-116
    • Roussas, G.1
  • 23
    • 85033120499 scopus 로고
    • Kernel density and regression estimation for dependent random variables and time series
    • Univ. Indiana
    • TRAN, L. T. (1990). Kernel density and regression estimation for dependent random variables and time series. Technical report, Univ. Indiana.
    • (1990) Technical Report
    • Tran, L.T.1
  • 24
    • 0010888380 scopus 로고
    • Nonparametric function estimation for time series by local average estimations
    • TRAN, L. T. (1993). Nonparametric function estimation for time series by local average estimations. Ann. Statist. 21 1040-1057.
    • (1993) Ann. Statist. , vol.21 , pp. 1040-1057
    • Tran, L.T.1
  • 25
    • 0001917688 scopus 로고
    • Nonparametric function estimation involving time series
    • TRUONG, Y. K. and STONE, C. J. (1992). Nonparametric function estimation involving time series. Ann. Statist. 20 77-98.
    • (1992) Ann. Statist. , vol.20 , pp. 77-98
    • Truong, Y.K.1    Stone, C.J.2
  • 26
    • 0039609111 scopus 로고
    • On hypoellipticity conditions and estimates of the mixing rate for stochastic differential equations
    • VERETENNIKOV, A. YU. (1990). On hypoellipticity conditions and estimates of the mixing rate for stochastic differential equations. Soviet Math. Dokl. 40 94-97.
    • (1990) Soviet Math. Dokl. , vol.40 , pp. 94-97
    • Veretennikov, A.Yu.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.