I am doing a PhD with Gilles Durrieu and
Jérôme Saracco since October 1st 2010.
I work on methods to estimate probability density functions and on nonparametric regression.
I implement and use this procedures to study biological and genetic data.
CQFD team, INRIA
Bordeaux Sud-Ouest research center
200 avenue de la Vieille Tour
33405 Talence Cedex
Email : email@example.com
Romain Azaïs is a PhD student in the CQFD team.
You can talk to him about jump processes.
Multivariate Density Estimation: Theory, Practice, and Visualization
by Scott D. W. (1992)
Although this book is about multivariate density estimation, it also provides an introduction to kernel density estimators
for univariate variables, and many asymptotic properties.