-
1
-
-
0000741389
-
Nonparametric identification for diffusion processes
-
G. Banon, Nonparametric identification for diffusion processes, SIAM J. Control Optim., 16, 1978, 380-395.
-
(1978)
SIAM J. Control Optim.
, vol.16
, pp. 380-395
-
-
Banon, G.1
-
2
-
-
0002262949
-
Sur l'estimation récurrente de la densité et de sa dérivée pour un processus de markov
-
G. Banon and H.T. Nguyen, Sur l'estimation récurrente de la densité et de sa dérivée pour un processus de Markov, C. R. Acad. Sci. Paris Sér. A Math., 286, 1978, 691-694.
-
(1978)
C. R. Acad. Sci. Paris Sér. A Math.
, vol.286
, pp. 691-694
-
-
Banon, G.1
Nguyen, H.T.2
-
3
-
-
0019610554
-
Recursive estimation in diffusion model
-
G. Banon and H.T. Nguyen, H.T., Recursive estimation in diffusion model, SIAM J. Control Optim., 10, 1981, 676-685.
-
(1981)
SIAM J. Control Optim.
, vol.10
, pp. 676-685
-
-
Banon, G.1
Nguyen, H.T.2
T, H.3
-
5
-
-
0031591132
-
Accurate rates of density estimators for continuous time processes
-
D. Blanke and D. Bosq, Accurate rates of density estimators for continuous time processes, Statist. Probab. Lett., 33, 1997, 185-191.
-
(1997)
Statist. Probab. Lett.
, vol.33
, pp. 185-191
-
-
Blanke, D.1
Bosq, D.2
-
6
-
-
0001119476
-
Vitesses optimales et superoptimales des estimateurs fonctionnels pour les processus à temps continu
-
D. Bosq, Vitesses optimales et superoptimales des estimateurs fonctionnels pour les processus à temps continu, C. R. Acad. Sci. Paris Sér. I Math., 317, 1993, 1075-1078.
-
(1993)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.317
, pp. 1075-1078
-
-
Bosq, D.1
-
7
-
-
0000732890
-
Sur le comportement exotique de l'estimateur à noyau de la densité marginale d'un processus à temps continu
-
D. Bosq, 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, 1995, 369-372.
-
(1995)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.320
, pp. 369-372
-
-
Bosq, D.1
-
8
-
-
0001889096
-
Nonparametric statistics for stochastic processes. Estimation and prediction
-
New-York: Springer-Verlag
-
D. Bosq, Nonparametric Statistics for Stochastic Processes. Estimation and Prediction, Lecture Notes in Statistics 110, New-York: Springer-Verlag, 1996.
-
(1996)
Lecture Notes in Statistics
, pp. 110
-
-
Bosq, D.1
-
9
-
-
0031529178
-
Parametric rates of nonparametric estimators and predictors for continuous time processes
-
D. Bosq, Parametric rates of nonparametric estimators and predictors for continuous time processes, Ann. Statist., 25, 3, 1997, 982-1000.
-
(1997)
Ann. Statist.
, vol.25
, Issue.3
, pp. 982-1000
-
-
Bosq, D.1
-
10
-
-
0842277596
-
Minimax rates of density estimators for continuous time processes
-
D. Bosq, Minimax rates of density estimators for continuous time processes, to appear in Sankhya Ser. A, 1998.
-
(1998)
Sankhya Ser. A
-
-
Bosq, D.1
-
11
-
-
38249043318
-
On smoothed probability density estimation for stationary processes
-
J.V. Castellana and M.R. Leadbetter, On smoothed probability density estimation for stationary processes, Stochastic Process. Appl., 21, 1986, 179-193.
-
(1986)
Stochastic Process. Appl.
, vol.21
, pp. 179-193
-
-
Castellana, J.V.1
Leadbetter, M.R.2
-
12
-
-
0001877396
-
Nonparametric regression and prediction for continuous time processes
-
N. Cheze-Payaud, Nonparametric regression and prediction for continuous time processes, Publ. Inst. Stat. Univ. Paris, 38, 1994, 37-58.
-
(1994)
Publ. Inst. Stat. Univ. Paris
, vol.38
, pp. 37-58
-
-
Cheze-Payaud, N.1
-
13
-
-
0040795060
-
Sur l'estimation des densités d'un processus stationnaire à temps continu
-
fasc.
-
M. Delecroix, Sur l'estimation des densités d'un processus stationnaire à temps continu, Publ. Inst. Stat. Univ. Paris, 25, 1980, fasc. 1-2, 17-39.
-
(1980)
Publ. Inst. Stat. Univ. Paris
, vol.25
, pp. 1-2
-
-
Delecroix, M.1
-
14
-
-
0001419823
-
On the best obtainable asymptotic rates of convergence in estimation of a density function at a point
-
R. Farrel, On the best obtainable asymptotic rates of convergence in estimation of a density function at a point, Ann. Math. Stat., 43, 1972, 170-180.
-
(1972)
Ann. Math. Stat.
, vol.43
, pp. 170-180
-
-
Farrel, R.1
-
16
-
-
0002184460
-
On density estimation by the observations of ergodic diffusion process
-
Y.A. Kutoyants, On density estimation by the observations of ergodic diffusion process, Preprint, Univ. du Maine et d'Angers, 1995.
-
(1995)
Preprint, Univ. du Maine et D'angers
-
-
Kutoyants, Y.A.1
-
17
-
-
0031569253
-
Some problems of nonparametric estimation by observations of ergodic diffusion processes
-
Y.A. Kutoyants, Some problems of nonparametric estimation by observations of ergodic diffusion processes, Statist. Probab. Lett., 32, 1997, 311-320.
-
(1997)
Statist. Probab. Lett.
, vol.32
, pp. 311-320
-
-
Kutoyants, Y.A.1
-
18
-
-
0002104672
-
On semiparametric estimation for ergodic diffusion
-
Y.A. Kutoyants, On semiparametric estimation for ergodic diffusion, Preprint, 1997.
-
(1997)
Preprint
-
-
Kutoyants, Y.A.1
-
19
-
-
0001355775
-
Wavelet density estimation of a continuous-time process and application to diffusion process
-
F. Leblanc, Wavelet density estimation of a continuous-time process and application to diffusion process, C. R. Acad. Sci. Paris Sér. I Math., 321, 1995, 345-350.
-
(1995)
C. R. Acad. Sci. Paris Sér. I Math.
, vol.321
, pp. 345-350
-
-
Leblanc, F.1
-
20
-
-
0000517735
-
Density estimation in a continuous-time stationary markov process
-
H.T. Nguyen, Density estimation in a continuous-time stationary Markov process, Ann. Statist., 7, 2, 1979, 341-348.
-
(1979)
Ann. Statist.
, vol.7
, Issue.2
, pp. 341-348
-
-
Nguyen, H.T.1
-
21
-
-
0000050284
-
Sur l'utilisation du temps local en statistique des processus
-
H.T. Nguyen and T.D. Pham, Sur l'utilisation du temps local en statistique des processus, C. R. Acad. Sci. Paris Sér. A Math., 290, 1980, 165-168.
-
(1980)
C. R. Acad. Sci. Paris Sér. A Math.
, vol.290
, pp. 165-168
-
-
Nguyen, H.T.1
Pham, T.D.2
-
22
-
-
0002281152
-
Nonparametric estimation for continuous time markov processes via delta-families
-
B.L.S. Prakasa Rao, Nonparametric estimation for continuous time Markov processes via delta-families, Publ. Inst. Stat. Univ. Paris, 24, 1979, 80-97.
-
(1979)
Publ. Inst. Stat. Univ. Paris
, vol.24
, pp. 80-97
-
-
Prakasa Rao, B.L.S.1
|