Optimal sampling for density estimation in continuous time

被引：15

作者：

Blanke, D

Pumo, B

机构：

[1] Univ Paris 06, Paris, France

[2] Natl Inst Hort, F-49045 Angers, France

来源：

JOURNAL OF TIME SERIES ANALYSIS | 2003年 / 24卷 / 01期

关键词：

density estimation; sampling; errors-in-variables; small noise; simulation;

D O I：

10.1111/1467-9892.00290

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In the framework of nonparametric density estimation, first, we give optimal sampling schemes of continuous time processes. Next, we study effects of known or small errors-in-variables on such samplings. Throughout the paper, various simulations are also presented.

引用

页码：1 / 23

页数：23

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