Pages that link to "Item:Q1380402"
From MaRDI portal
The following pages link to Efficiency of the empirical distribution for ergodic diffusion (Q1380402):
Displaying 13 items.
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process (Q634996) (← links)
- Stationary distribution function estimation for ergodic diffusion process (Q1281925) (← links)
- Some problems of nonparametric estimation by observations of ergodic diffusion process (Q1359806) (← links)
- Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift (Q1848956) (← links)
- On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832) (← links)
- Efficient density estimation for ergodic diffusion processes (Q1962689) (← links)
- Moment estimation for ergodic diffusion processes (Q2469659) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise (Q5123728) (← links)
- Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process (Q5190593) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
