Asymptotically Efficient Estimation of the Derivative of the Invariant Density
Year of publication: |
2003
|
---|---|
Authors: | Dalalyan, Arnak ; Kutoyants, Yury |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 1, p. 89-107
|
Publisher: |
Springer |
Subject: | ergodic diffusion | invariant density | derivative estimation | asymptotical efficiency | Pinsker's constant |
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