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Asymptotic normality of recursive estimators under strong mixing conditions

Amiri, Aboubacar - In: Statistical Inference for Stochastic Processes 16 (2013) 2, pp. 81-96

Dans ce papier, nous nous intéressons à l’estimation de la fonction de régression par une approche non-paramétrique par noyau. Nous établissons la normalité asymptotique, pour une famille générale d’estimateurs récursifs à noyau de la fonction de régression, sous une hypothèse de...

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Efficient Density Estimation for Ergodic Diffusion Processes

Kutoyants, Yu. - In: Statistical Inference for Stochastic Processes 1 (1998) 2, pp. 131-155

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Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Rao, B. - In: Statistical Inference for Stochastic Processes 4 (2001) 1, pp. 41-52

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Can We Estimate the Density's Derivative with Suroptimal Rate?

Lucas, A. - In: Statistical Inference for Stochastic Processes 1 (1998) 1, pp. 29-41

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On Estimating a Dynamic Function of a Stochastic System with Averaging

Liptser, R.; Spokoiny, V. - In: Statistical Inference for Stochastic Processes 3 (2000) 3, pp. 225-249

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Minimax Bounds in Nonparametric Estimation of Multidimensional Deterministic Dynamical Systems

Berlinet, Alain; Biau, Gérard - In: Statistical Inference for Stochastic Processes 4 (2001) 3, pp. 229-248

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Estimation of Local Smoothness Coefficients for Continuous Time Processes

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Modelization and Nonparametric Estimation for Dynamical Systems with Noise

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Estimating the Distribution Function of a Stationary Process Involving Measurement Errors

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The normal approximation rate for the drift estimator of multidimensional diffusions

Bianchi, Annamaria - In: Statistical Inference for Stochastic Processes 12 (2009) 3, pp. 251-268

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