Efficient Density Estimation for Ergodic Diffusion Processes
| Year of publication: |
1998
|
|---|---|
| Authors: | Kutoyants, Yu. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 2, p. 131-155
|
| Publisher: |
Springer |
| Subject: | diffusion process | nonparametric estimation | density estimation | minimax bound |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391490