Article ID Journal Published Year Pages File Type
1153184 Statistics & Probability Letters 2013 8 Pages PDF
Abstract
In this paper we construct a kernel estimator of a periodic signal when the observation follows the model dζt=f(t)dt+σ(t)dWt, where f,σ:R→R are continuous periodic and {Wt,t≥0} is a Brownian motion. We state its consistency as well as the asymptotic normality.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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