Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720)

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scientific article; zbMATH DE number 2055916
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Efficient estimators for functionals of Markov chains with parametric marginals.
scientific article; zbMATH DE number 2055916

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    Efficient estimators for functionals of Markov chains with parametric marginals. (English)
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    14 March 2004
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    Least-squares estimator
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    Series estimator
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    Orthonormal basis
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    influence function
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    Reversible Markov chain
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    Discretely observed diffusion
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    Constrained model
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