Accurate rates of density estimators for continuous-time processes

Statistics and Probability Letters

Volumn 33, Issue 2, 1997, Pages 185-191

  Blanke, D ^a   Bosq, D ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Continuous time process; Kernel density estimator; Nonparametric estimation; Superoptimal rate

Indexed keywords

EID: 0031591132     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00126-5     Document Type: Article

References (12)

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