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Optimal sampling for density estimation in continuous time
Author(s) -
Blanke D.,
Pumo B.
Publication year - 2003
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/1467-9892.00290
Subject(s) - mathematics , estimation , sampling (signal processing) , density estimation , nonparametric statistics , statistics , multivariate kernel density estimation , mathematical optimization , econometrics , computer science , estimator , variable kernel density estimation , artificial intelligence , kernel method , management , filter (signal processing) , support vector machine , economics , computer vision
Abstract. In the framework of nonparametric density estimation, first, we give optimal sampling schemes of continuous time processes. Next, we study effects of known or small errors‐in‐variables on such samplings. Throughout the paper, various simulations are also presented.