Abstract
Despite its great importance in practice, nonparametric regression estimation in continuous time has not been much studied up to now. The current chapter is perhaps the first general work on that topic.
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Bibliography
BOSQ D. (1993) — Vitesses optimales et superoptimales des estimateurs fonctionnels pour un processus à temps continu. C.R. Acad. Sci. Paris 317, ser. I, 1075–1078.
CHEZE-PAYAUD N. (1994) — Régression, prédiction et discrétisation des processus à temps continu. Thesis Univ. Paris 6.
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© 1996 Springer-Verlag New York, Inc.
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Bosq, D. (1996). Regression estimation and prediction in continuous time. In: Nonparametric Statistics for Stochastic Processes. Lecture Notes in Statistics, vol 110. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0489-0_6
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DOI: https://doi.org/10.1007/978-1-4684-0489-0_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94713-6
Online ISBN: 978-1-4684-0489-0
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