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Volumn 32, Issue 3, 1997, Pages 311-320

Some problems of nonparametric estimation by observations of ergodic diffusion process

Author keywords

Density estimation; Diffusion process; Distribution function estimation; Minimax bound; Nonparametric estimation

Indexed keywords


EID: 0031569253     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00088-0     Document Type: Article
Times cited : (25)

References (11)
  • 1
    • 38249043318 scopus 로고
    • On smoothed density estimation for stationary processes
    • Castellana, J.V. and M.R. Leadbetter (1986), On smoothed density estimation for stationary processes, Stoch. Proc. Appl. 21, 179-193.
    • (1986) Stoch. Proc. Appl. , vol.21 , pp. 179-193
    • Castellana, J.V.1    Leadbetter, M.R.2
  • 2
    • 0001419823 scopus 로고
    • On the best obtainable asymptotic rates of convergence in estimation of a density function at a point
    • Farrel, R. (1972), On the best obtainable asymptotic rates of convergence in estimation of a density function at a point, Ann. Math. Statist. 43, 170-180.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 170-180
    • Farrel, R.1
  • 8
    • 0001355775 scopus 로고
    • Wavelet density estimation of a continuous time process and application to diffusion process
    • t
    • Leblanc, F. (1995), Wavelet density estimation of a continuous time process and application to diffusion process. C.R. Acad. Sci. Paris, t. 321, Série I, 345-350.
    • (1995) C.R. Acad. Sci. Paris , vol.321 , Issue.1 , pp. 345-350
    • Leblanc, F.1
  • 11
    • 0001876410 scopus 로고
    • The Minimax principle in asymptotic statistical theory
    • P.L. Hennequin ed., Lect. Notes Math., Springer, Berlin
    • Millar, P.W. (1983), The Minimax principle in asymptotic statistical theory, in: P.L. Hennequin ed., Ecole d'Eté de Probabilités de Saint Flour XI 1981, Lect. Notes Math., Springer, Berlin, Vol. 976, pp. 75-266.
    • (1983) Ecole d'Eté de Probabilités de Saint Flour XI 1981 , vol.976 , pp. 75-266
    • Millar, P.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.