Regression Estimation and Prediction in Continuous Time
-
- Blanke Delphine
- Université Pierre et Marie Curie
-
- Bosq Denis
- Université Pierre et Marie Curie
Search this article
Abstract
This paper studies the nonparametric regression estimation and the prediction problem for continuous-time observations. The almost sure convergence of a kernel regression estimator and the associated predictor are given with rates depending on the regularity of the underlying sample paths.
Journal
-
- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
-
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 38 (1), 15-26, 2008
THE JAPAN STATISTICAL SOCIETY
- Tweet
Details 詳細情報について
-
- CRID
- 1390282680263139712
-
- NII Article ID
- 130002113049
- 110006835608
-
- NII Book ID
- AA1105098X
-
- ISSN
- 13486365
- 18822754
-
- MRID
- 2458314
-
- NDL BIB ID
- 9598434
-
- Text Lang
- en
-
- Data Source
-
- JaLC
- NDL
- Crossref
- CiNii Articles
-
- Abstract License Flag
- Disallowed