Adaptive estimation of the stationary density of discrete and continuous time mixing processes

ESAIM - Probability and Statistics

Volumn 6, Issue , 2002, Pages 211-238

  Comte, Fabienne ^a   Merlevède, Florence ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Adaptive estimation; Continuous time; Discrete time; Mixing processes; Model selection; Non parametric estimation; Projection estimator

Indexed keywords

EID: 0036997841     PISSN: 12928100     EISSN: None     Source Type: Journal    
DOI: 10.1051/ps:2002012     Document Type: Article

References (37)