Piecewise linear density estimation for sampled data

dc.creatorLejeune, François-Xavier
dc.date2007-09-28
dc.date2009-01-17
dc.date.accessioned2026-07-07T12:30:50Z
dc.date.available2026-07-07T12:30:50Z
dc.descriptionNonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency polygons can reach the same optimal $L_{2}$-rates as in the independent and identically distributed case. Moreover, thanks to a suitable "high frequency" sampling design, these rates are derived together with a minimized time of observation depending on the regularity of sample paths.
dc.description23 pages
dc.identifierhttps://arxiv.org/abs/0709.4543
dc.identifierhttp://arxiv.org/abs/0709.4543
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/216254
dc.subjectStatistics Theory
dc.subject62G07, 62M
dc.titlePiecewise linear density estimation for sampled data
dc.typetext

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