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Original Articles

A note on recursive smoothers for semimartingales

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Pages 2281-2289 | Received 01 Mar 1991, Published online: 27 Jun 2007

References

  • Davies , H. I. 1973 . “Strong consistency of sequential estimator of a probability density function.” . Bulletin of Mathematical Statistics , 16 : 49 – 54 .
  • Hasminski , R. Z. and Ibragimov , I. A. 1981 . Statistical Esimation, Asymptotic Theory , New York : Springer-Verlag .
  • Rosenblatt , M. 1956 . “Remarks on some nonparametric estimates of a density function” . Annals of Mathematical Statistics , 27 : 832 – 837 .
  • Shiryayev , A. N. 1984 . Probability , Vol. 95 , New York : Springer-Verlag . Graduate Texts in Mathematics
  • Thavaneswaran , A. and Thompson , M. E. 1986 . Optimal estimation for semimartingales . Journal of Applied Probability , 23 : 490 – 419 .
  • Thavaneswaran , A. 1988 . Smoothing signals for semimartingales . Stochastic Processes and Their Application , 128 : 81 – 89 .
  • Yamato , H. 1971 . “Sequential estimation of a continuous probabilty density function and mode” . Bulletin of Mathematical Statistics , 14 : 1

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