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

被引：11

作者：

Dabo-Niang, S ^{[1
]}

机构：

[1] Univ Paris 06, Paris, France

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

来源：

APPLIED MATHEMATICS LETTERS | 2004年 / 17卷 / 04期

关键词：

density estimation; infinite-dimensional space; diffusion process;

D O I：

10.1016/S0893-9659(04)90078-X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We estimate the common probability density function of n i.i.d. observations at a fixed point, valued in an infinite-dimensional Banach space. A kernel estimator is proposed. Convergence in mean square is proved. Application to process of diffusion type is considered. (C) 2004 Elsevier Ltd. All rights reserved.

引用

页码：381 / 386

页数：6

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