Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I

Journal of Nonparametric Statistics

Volumn 16, Issue 1-2, 2004, Pages 171-186

  Dabo Niang, Sophie ^a,b  

^a SORBONNE UNIVERSITÉ   (France)

^b CREST   (France)

Author keywords

Density estimation; Diffusion process; Infinite dimensional space; Wiener expansions

Indexed keywords

EID: 0842285872     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250310001624837     Document Type: Conference Paper

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