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Some problems of nonparametric estimation by observations of ergodic diffusion process - MaRDI portal

Some problems of nonparametric estimation by observations of ergodic diffusion process (Q1359806)

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scientific article; zbMATH DE number 1031811
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English
Some problems of nonparametric estimation by observations of ergodic diffusion process
scientific article; zbMATH DE number 1031811

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    Some problems of nonparametric estimation by observations of ergodic diffusion process (English)
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    15 January 2003
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    diffusion process
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    nonparametric estimation
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    density estimation
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    distribution function estimation
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    minimax bound
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