标值点过程非参数估计的中偏差原理

Moderate deviation principle in nonparametric estimation of market point process

考虑标值点过程的非参数核密度估计的中偏差,我们得到逐点中偏差原理且给出了速率函数的表达式,其中主要工具是Cramer方法.

The nonparametric kernel density estimination problem of marked point process is considered.Obtained a moderate principle and identif its rate function.The main tool is Cramer method.