Optimal sampling for density estimation in continuous time

D. Blanke and B. Pumo

Journal of Time Series Analysis, 2003, vol. 24, issue 1, 1-23

Abstract: Abstract. 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.

Date: 2003
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