REGRESSION ESTIMATION AND PREDICTION IN CONTINUOUS TIME

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概要

• 論文の詳細を見る

• 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.

著者

• Blanke Delphine

  Universite Pierre Et Marie Curie

• Bosq Denis

  Universite Pierre et Marie Curie

関連論文

• REGRESSION ESTIMATION AND PREDICTION IN CONTINUOUS TIME(CELEBRATION VOLUME FOR AKAIKE)
• REGRESSION ESTIMATION AND PREDICTION IN CONTINUOUS TIME
• REGRESSION ESTIMATION AND PREDICTION IN CONTINUOUS TIME
• REGRESSION ESTIMATION AND PREDICTION IN CONTINUOUS TIME

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