메뉴 건너뛰기




Volumn 44, Issue 1, 1999, Pages 97-106

On the asymptotic variance of the continuous-time kernel density estimator

Author keywords

Density estimation; Kernel estimation; Stationary processes

Indexed keywords


EID: 18144444994     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00297-1     Document Type: Article
Times cited : (8)

References (9)
  • 1
    • 0031591132 scopus 로고    scopus 로고
    • Accurate rates of density estimators for continuous-time processes
    • Blanke D., Bosq D. 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
  • 3
    • 38249043318 scopus 로고
    • On smoothed probability density estimation for stationary processes
    • Castellana J.V., Leadbetter M.R. 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
  • 4
    • 0010942028 scopus 로고
    • Occupation times for smooth stationary processes
    • Geman D., Horowitz J. Occupation times for smooth stationary processes. Ann. Probab. 1:1960;131-137.
    • (1960) Ann. Probab. , vol.1 , pp. 131-137
    • Geman, D.1    Horowitz, J.2
  • 6
    • 0001831467 scopus 로고
    • Level crossings of a stochastic process with absolutely continuous sample paths
    • Marcus M.B. Level crossings of a stochastic process with absolutely continuous sample paths. Ann. Probab. 5:1977;52-71.
    • (1977) Ann. Probab. , vol.5 , pp. 52-71
    • Marcus, M.B.1
  • 7
    • 4243256743 scopus 로고    scopus 로고
    • Kernel intensity estimation for marks and crossings of differentiable stochastic processes
    • Sköld, M., 1996. Kernel intensity estimation for marks and crossings of differentiable stochastic processes. Theory Stochastic Process. 2 (1-2), 273-284.
    • (1996) Theory Stochastic Process , vol.2 , Issue.1-2 , pp. 273-284
    • Sköld, M.1
  • 8
    • 0003103778 scopus 로고
    • Optimal convergence properties of variable knot, kernel and orthogonal series methods for density estimation
    • Wahba G. Optimal convergence properties of variable knot, kernel and orthogonal series methods for density estimation. Ann. Statist. 3:1975;15-29.
    • (1975) Ann. Statist. , vol.3 , pp. 15-29
    • Wahba, G.1
  • 9
    • 0001989024 scopus 로고
    • Moment bounds for stationary mixing sequences
    • Yokoyama R. Moment bounds for stationary mixing sequences. Z. Wahrsch. Gebiete. 52:1980;45-57.
    • (1980) Z. Wahrsch. Gebiete , vol.52 , pp. 45-57
    • Yokoyama, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.