Semiparametric Estimation of the State of a Dynamical System with Small Noise
Year of publication: |
2000
|
---|---|
Authors: | Iacus, Stefano |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 3, p. 277-288
|
Publisher: |
Springer |
Subject: | diffusion process | semiparametric estimation | dynamical systems | asymptotic minimax risk |
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