Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process

Applied Mathematics Letters

Volumn 17, Issue 4, 2004, Pages 381-386

  Dabo Niang, S ^a,b  

^a SORBONNE UNIVERSITÉ   (France)

^b CREST   (France)

Author keywords

Density estimation; Diffusion process; Infinite dimensional space

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFUSION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SET THEORY; THEOREM PROVING; VECTORS;

BOREL SETS; DENSITY ESTIMATION; DIFFUSION PROCESS; INFINITE DIMENSIONAL SPACE; KERNEL DENSITY ESTIMATOR; RATE OF CONVERGENCE;

PROBABILITY DENSITY FUNCTION;

EID: 1842689670     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(04)90078-X     Document Type: Article

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