Sökning: "errors-in-variables deconvolution continuous time dependent data bandwidth selection asymptotic variance Density estimation kernel smoothing size bias. Mathematics Matematik"

Hittade 1 avhandling innehållade orden errors-in-variables deconvolution continuous time dependent data bandwidth selection asymptotic variance Density estimation kernel smoothing size bias. Mathematics Matematik.

  1. 1. Continuous-Time Models in Kernel Smoothing

    Författare :Martin Sköld; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; deconvolution; errors-in-variables; continuous time; dependent data; bandwidth selection; asymptotic variance; Density estimation; kernel smoothing; size bias.; Mathematics; Matematik;

    Sammanfattning : This thesis consists of five papers (Papers A-E) treating problems in non-parametric statistics, especially methods of kernel smoothing applied to density estimation for stochastic processes (Papers A-D) and regression analysis (Paper E). A recurrent theme is to, instead of treating highly positively correlated data as ``asymptotically independent'', take advantage of local dependence structures by using continuous-time models. LÄS MER