Optimal sampling for density estimation in continuous time

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. Copyright 2003 Blackwell Publishing Ltd.

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Year of publication:	2003
Authors:	Blanke, D. ; Pumo, B.
Published in:	Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 24.2003, 1, p. 1-23
Publisher:	Wiley Blackwell

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005676603