On cusp estimation of ergodic diffusion process (Q1410582)
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scientific article; zbMATH DE number 1992860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On cusp estimation of ergodic diffusion process |
scientific article; zbMATH DE number 1992860 |
Statements
On cusp estimation of ergodic diffusion process (English)
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14 October 2003
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ergodic diffusion processes
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cusp estimation
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singular estimation problem
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maximum-likelihood estimator
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Bayesian estimator
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limit distribution
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0.9741831
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0.9064373
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0.9008755
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0.8986848
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