Estimation of a multivariate stochastic volatility density by kernel deconvolution
Journal of Multivariate Analysis
Accurate Prediction of Coronary Artery Disease Using Reliable Diagnosis System
Journal of Medical Systems
| Hi-index | 754.84 |
For broad classes of deterministic and random sampling schemes{t_{k}}we establish the consistency and asymptotic expressions for the bias and covariance of discrete-time estimatesf̂_{n}(x)for the marginal probability density functionf(x)of continuous-time processesX(t). The effect of the sampling scheme and the sampling rate on the performance of the estimates is studied. The results are established for continuous-time processesX(t)satisfying various asymptotic independence-uncorrelatedness conditions.