Add to ORKGInternational audienceLet X m CXt,t>0] be a stationary stochastic process and suppose XQ has a probability density f. Suppose the process X is observed at jump times Cr^.i^l) of a point process [Nt,t>03. Nonpararaetric density estimation of f based on the sampled data £X(r^),l<i<n3 is studied. Asymptotic properties of estimators of delta-family type for f based on [X(Ti),l<i<n) are investigated
Abstract. Motivated by Neumann and Reiss (2007), this paper is concerned with non-parametric estimat...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
We study the problem of the non-parametric estimation for the density π of the stationary distributi...
AbstractA general nonparametric density estimation problem is considered in which the data is genera...
AbstractIn this paper, we study the problem of the nonparametric estimation of the marginal density ...
Given a sample from a discretely observed Lévy process $ X = (X_t)_{t \geq 0} $ of the finite jump a...
In this paper, we study the problem of the nonparametric estimation of the marginal density f of a c...
In this paper, the central limit theorems for the density estimator and for the integrated square er...
Rate of convergence to normality for the density estimators of Kernel type is obtained when the obse...
Rate of convergence to normality for the density estimators of Kernel type is obtained when the obse...
Abstract. In this paper, we study nonparametric estimation of the Lévy density for pure jump Lévy ...
"Let ＄￥{X_{z} : z￥in R^{a}￥}＄ be a strictly stationary real-valued random field and ＄￥{N(A) : A￥subs...
AbstractIn order to construct confidence sets for a marginal density f of a strictly stationary cont...
The Gaussian kernel density estimator is known to have substantial problems for bounded random varia...
February 2006; August 2006 (Revised)We consider nonparametric estimation of marginal density functio...
Abstract. Motivated by Neumann and Reiss (2007), this paper is concerned with non-parametric estimat...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
We study the problem of the non-parametric estimation for the density π of the stationary distributi...
AbstractA general nonparametric density estimation problem is considered in which the data is genera...
AbstractIn this paper, we study the problem of the nonparametric estimation of the marginal density ...
Given a sample from a discretely observed Lévy process $ X = (X_t)_{t \geq 0} $ of the finite jump a...
In this paper, we study the problem of the nonparametric estimation of the marginal density f of a c...
In this paper, the central limit theorems for the density estimator and for the integrated square er...
Rate of convergence to normality for the density estimators of Kernel type is obtained when the obse...
Rate of convergence to normality for the density estimators of Kernel type is obtained when the obse...
Abstract. In this paper, we study nonparametric estimation of the Lévy density for pure jump Lévy ...
"Let ＄￥{X_{z} : z￥in R^{a}￥}＄ be a strictly stationary real-valued random field and ＄￥{N(A) : A￥subs...
AbstractIn order to construct confidence sets for a marginal density f of a strictly stationary cont...
The Gaussian kernel density estimator is known to have substantial problems for bounded random varia...
February 2006; August 2006 (Revised)We consider nonparametric estimation of marginal density functio...
Abstract. Motivated by Neumann and Reiss (2007), this paper is concerned with non-parametric estimat...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
We study the problem of the non-parametric estimation for the density π of the stationary distributi...