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Kernel Density Estimation and Local Time

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Stochastic Differential Equations and Processes

Part of the book series: Springer Proceedings in Mathematics ((PROM,volume 7))

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Abstract

In this paper we develop an asymptotic theory for some regression models involving standard Brownian motion and standard Brownian sheet.

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Author information

Authors and Affiliations

  1. Laboratoire Paul Painlevé, Université de Lille 1, F-59655, Villeneuve d’Ascq, France

    Ciprian A. Tudor

Authors
  1. Ciprian A. Tudor
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Correspondence to Ciprian A. Tudor .

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Editors and Affiliations

  1. to the Military Academies, Department of Mathematics, Preparatory Institute, Avenue Marechal Tito, Sousse, 4029, Tunisia

    Mounir Zili

  2. Jan Kochanowski University in Kielce, ul. Krakowska 11, Kielce, 25-029, Poland

    Darya V. Filatova

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Tudor, C.A. (2012). Kernel Density Estimation and Local Time. In: Zili, M., Filatova, D. (eds) Stochastic Differential Equations and Processes. Springer Proceedings in Mathematics, vol 7. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22368-6_2

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