Exploració per autor "Blanke, Delphine"
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Local superefficiency of data-driven projection density estimators in continuous time
Bosq, Denis; Blanke, Delphine (Institut d'Estadística de Catalunya, 2004)
Article
Accés obertWe construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possible densities, and a ...