Density estimation in an infinite dimensional space: Application to diffusion processes

被引：16

作者：

Dabo-Niang, S ^{[1
]}

机构：

[1] CREST, INSEE, Stat Lab, F-92245 Malakoff, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2002年 / 334卷 / 03期

关键词：

D O I：

10.1016/S1631-073X(02)02247-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This Note presents a nonparametric density function estimator in all infinite dimensional space, We consider two estimators of the density. Asymptotic results are stated. Finally we give a rate of convergence in the case of a diffusion process's density relative to a Wiener's measure. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：213 / 216

页数：4

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