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

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Year of publication:	2003
Authors:	Blanke, D. ; Pumo, B.
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution \| Stichprobenerhebung \| Sampling \| Zeitreihenanalyse \| Time series analysis

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Extent:	1 Online-Ressource (23 p)
Type of publication:	Book / Working Paper
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014087929