连续时间的非参数估计与随机过程的不规则性

We have to treat a large number of data with modern science and technology.developments, especially we need often to treat nearly continuously observed data. The statistical information we can got from these data are quite different from those of discrete data. The aim of our project is the nonparametric estimators of probability density and regression in continuous time case, including convergence rate study of the density estimator from a process disturbed by a non-random variable, construction of the local linear smoother in continuous time and its convergence rate study, error densitestimation, etc.

连续时间下具有与离散时间下的非参数估计非常大的区别.本项目旨在研究连续时间下的非问兰屏康男灾视胨鄄斓乃婊讨涞哪谠诹?具体内容实在一个可加模型中随机变量与非随机变量对于与连续观察随机过程的影响,这可以体现在非参数估计量的线性行为之?此模型也有相当的应用背景.