Density Estimation in Infinite Dimensional Space : Application to Processes of Diffusion Type.

We give first a general density function estimator in an infinite dimensional space, conditions for convergence in mean square, convergence in probability, and almost sure convergence. After we study the case of density estimator in a ball, conditions for uniforme almost complete convergence and asymptotic normality.

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Year of publication:	2001
Authors:	Dabo-Niang, S.
Subject:	DENSITY \| MEAN SQUARE \| SPACE

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Type of publication:	Book / Working Paper
Notes:	36 pages
Classification:	C52 - Model Evaluation and Testing ; C20 - Econometric Methods: Single Equation Models. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005486740