L 1 -convergence of smoothing densities in non-parametric state space models

Valérie Monbet (), Pierre Ailliot and Pierre-François Marteau

Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 3, 325 pages

Keywords: Filtering; Non parametric density estimation; Smoothing; Stability; State space models; Wind-wave models; 62M20; 60J25; 60M35; 93E14 (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-007-9020-1 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:11:y:2008:i:3:p:311-325

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1007/s11203-007-9020-1

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().