Accurate rates of density estimators for continuous-time processes
AbstractWe specify necessary conditions for getting parametric convergence rate of kernel density estimators. For continuous-time processes observed over [0, T], we show that two possible exact rates are (ln T)/T and 1/T, according to the nature of sample paths.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 33 (1997)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Liliana Forzani & Ricardo Fraiman & Pamela Llop, 2013. "Density estimation for spatial-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(2), pages 321-342, June.
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