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A family of minimax rates for density estimators in continuous time

 

作者: D. Blanke,   D. Bosq,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 2000）
卷期: Volume 18, issue 6  

页码: 871-900

 

ISSN:0736-2994

 

年代: 2000

 

DOI:10.1080/07362990008809702

 

出版商: Marcel Dekker, Inc.

 

关键词: Nonparametric Estimation;Intermediate Rate;Minimax Rate;Continuous Time Process;Kernel Density;Estimator;60G07;62H12;62M

 

数据来源: Taylor

 

摘要:

In continuous time, rates of convergence of density estimators fluctuate with the nature of observed sample paths. In this paper, we give a family of rates reached by the kernel estimator and we show that these rates are minimax. Finally, we study applications of these results for specific classes of processes including the Gaussian ones

 

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