For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation 〈X, X〉t is constructed based on observations in the vicinity of Xt. The problem is ...

This is a preview. Log in through your library . Abstract We examine large-sample properties of cross-validation for estimating cell probabilities, starting from a completely general measure of loss.

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...