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This chapter explores how to estimate density functions by series methods. In the standard nonparametric kernel estimation literature, joint and marginal densities are estimated by kernel methods with closed-form expressions. In this chapter, we recall the history of the development of the density estimation by series methods and show several advances of their applications mainly in finance in recent years.

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Density Estimation and Its Applications

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  • 发表日期：

    2025年

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  • Chaohua Dong,
  • Jiti Gao

摘要

This chapter explores how to estimate density functions by series methods. In the standard nonparametric kernel estimation literature, joint and marginal densities are estimated by kernel methods with closed-form expressions. In this chapter, we recall the history of the development of the density estimation by series methods and show several advances of their applications mainly in finance in recent years.