Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
Year of publication: |
1997
|
---|---|
Authors: | Iacus, Stefano |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 6.1997, 2, p. 161-176
|
Publisher: |
Springer |
Subject: | Diffusion process | Semiparametric models | Dynamical systems with small noise | Asymptotic efficiency |
-
Efficient Estimation of Dynamical Systems
Iacus, Stefano, (2007)
-
Efficient Estimation of Dynamical Systems
Iacus, Stefano, (2001)
-
Model Equivalence Tests for Overidentifying Restrictions
Lavergne, Pascal, (2015)
- More ...
-
Curini, Luigi, (2015)
-
Matching for Causal Inference Without Balance Checking
Iacus, Stefano, (2008)
-
Adaptive LASSO-type estimation for ergodic diffusion processes
Gregorio, Alessandro De, (2010)
- More ...