Robust M-estimators in diffusion processes (Q1119307)
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scientific article; zbMATH DE number 4098514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust M-estimators in diffusion processes |
scientific article; zbMATH DE number 4098514 |
Statements
Robust M-estimators in diffusion processes (English)
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1988
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Sobolev space
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robust estimation
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diffusion processes
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M-estimation
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asymptotic variance
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integral operator
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boundedness of the influence function
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optimal robust M-estimator
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boundary value problem
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second order differential equation
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Ornstein-Uhlenbeck process
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0.9080921
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0.90188974
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0.8998008
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0.8988902
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0.89827377
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