Geodesic
Local time and convergence of empirical estimators
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 2, pp. 337-352 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2012_57_2_a6,
     author = {D. Dehay},
     title = {Local time and convergence of empirical estimators},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {337--352},
     year = {2012},
     volume = {57},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_2_a6/}
}
TY  - JOUR
AU  - D. Dehay
TI  - Local time and convergence of empirical estimators
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2012
SP  - 337
EP  - 352
VL  - 57
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2012_57_2_a6/
LA  - en
ID  - TVP_2012_57_2_a6
ER  - 
%0 Journal Article
%A D. Dehay
%T Local time and convergence of empirical estimators
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2012
%P 337-352
%V 57
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2012_57_2_a6/
%G en
%F TVP_2012_57_2_a6
D. Dehay. Local time and convergence of empirical estimators. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 2, pp. 337-352. http://geodesic.mathdoc.fr/item/TVP_2012_57_2_a6/

[1] Billingsli P., Skhodimost veroyatnostnykh mer, Nauka, M., 1977, 351 pp.

[2] Bosq D., Davydov Y., “Local time and density estimation in continuous time”, Math. Method. Statist., 8:1 (1999), 22–45 | MR

[3] Geman D., Horowitz J., “Occupation times for smooth stationary processes”, Ann. Probab., 1:1 (1973), 131–137 | DOI | MR

[4] Geman D., Horowitz J., “Occupation densities”, Ann. Probab., 8:1 (1980), 1–67 | DOI | MR

[5] Gikhman I. I., Skorokhod A. V., Stokhasticheskie differentsialnye uravneniya, Naukova dumka, Kiev, 1968, 354 pp.

[6] Gikhman I. I., Skorokhod A. V., Teoriya sluchainykh protsessov, v. 1, Nauka, M., 1971, 664 pp.

[7] Karatzas I., Shreve S. E., Brownian Motion and Stochastic Calculus, Springer-Verlag, New York, 1988, 470 pp. | MR

[8] Kutoyants Yu. A., “Efficient density estimation for ergodic diffusion processes”, Statist. Inference Stoch. Process., 1:2 (1998), 131–155 | DOI | MR

[9] Kutoyants Yu. A., Statistical Inference for Ergodic Diffusion Processes, Springer-Verlag, London, 2004, 481 pp. | MR

[10] Nasyrov F. S., “O lokalnykh vremenakh dlya funktsii sluchainykh protsessov. I, II”, Teoriya veroyatn. i ee primen., 40:4 (1995), 798–812 ; 41:2 (1996), 284–299 | MR | MR

[11] Negri I., “Stationary distribution function estimation for ergodic diffusion process”, Statist. Inference Stoch. Process., 1:1 (1998), 61–84 | DOI | MR

[12] Pycke J.-R., Un lien entre le développement de Karhunen–Loève de certains processus gaussiens et le laplacien dans des espaces de Riemann, Mémoire de thèse de doctorat de l'Université Paris 6, 2003

[13] Pycke J.-R., “Explicit Karhunen–Loève expansions related to the Green function of the Laplacian”, Banach Center Publ., 72 (2006), 263–270 | DOI | MR