Density estimation in an infinite dimensional space: Application to diffusion processes

被引:15
作者
Dabo-Niang, S [1 ]
机构
[1] CREST, INSEE, Stat Lab, F-92245 Malakoff, France
关键词
D O I
10.1016/S1631-073X(02)02247-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This Note presents a nonparametric density function estimator in all infinite dimensional space, We consider two estimators of the density. Asymptotic results are stated. Finally we give a rate of convergence in the case of a diffusion process's density relative to a Wiener's measure. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
引用
收藏
页码:213 / 216
页数:4
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