| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9519538 | Comptes Rendus Mathematique | 2005 | 4 Pages |
Abstract
This Note deals with density estimation in continuous-time. Then under mild regularity and asymptotic independence conditions, the mean integrated square error achieves the same optimal rate Tâ4/5 of convergence to zero as in the i.i.d. case. Under a local assumption weaker than Castellana-Leadbetter's [Stochastic Process. Appl. 21 (1986) 179-193], we obtain the parametric rate Tâ1. To cite this article: F.-X. Lejeune, C. R. Acad. Sci. Paris, Ser. I 341 (2005).
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
François-Xavier Lejeune,