Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153184 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
In this paper we construct a kernel estimator of a periodic signal when the observation follows the model dζt=f(t)dt+Ï(t)dWt, where f,Ï:RâR are continuous periodic and {Wt,tâ¥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
D. Dehay, K. El Waled,