OPTIMAL ASYMPTOTIC QUADRATIC ERROR OF NONPARAMETRIC REGRESSION FUNCTION ESTIMATES FROM SAMPLED-DATA OF A STATIONARY CONTINUOUS-TIME PROCESS

被引：0

作者：

BOSQ, D ^{[1
]}

CHEZE, N ^{[1
]}

机构：

[1] UNIV PARIS 06,STAT THEOR & APPL LAB,TOUR 45-55,E3,F-75230 PARIS 05,FRANCE

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1993年 / 317卷 / 09期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Under mild mixing conditions we show that the discrete-time estimate r(n)(x) for the regression function r(x) of stationary continuous-time processes has exactly the same asymptotic quadratic error as in the i.i.d. case.

引用

页码：891 / 894

页数：4

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