Nonparametric estimation in a mixed-effect Ornstein–Uhlenbeck model
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
Two adaptive nonparametric procedures are proposed to estimate the density of the random effects in a mixed-effect Ornstein-Uhlenbeck model. First a kernel estimator is introduced with a new bandwidth selection method developed recently by Goldenshluger and Lepski (2011). Then, we adapt an estimator from Comte et al. (2013) and we propose an estimator that uses deconvolution tools and depends o...
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ژورنال
عنوان ژورنال: Metrika
سال: 2016
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-016-0583-y