On estimator efficiency in stochastic processes
نویسندگان
چکیده
منابع مشابه
Wavelet Density Estimator for Stochastic Processes
Let (X t) be a stictly stationary stochastic process (in continuous or discrete time). We are to estimate the density f of X t on the basis of discrete observations (X i); i = 1; :::; N using a \linear" wavelet estimator. For the continuous time process (X t); 0 t T those observations are the result of a regular discretization of the continuous time trajectory. We provide an adaptive version of...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1983
ISSN: 0304-4149
DOI: 10.1016/0304-4149(83)90023-6