Asymptotically efficient estimation of the derivative of the invariant density (Q1810762)
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scientific article; zbMATH DE number 1924858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the derivative of the invariant density |
scientific article; zbMATH DE number 1924858 |
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Asymptotically efficient estimation of the derivative of the invariant density (English)
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9 June 2003
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ergodic diffusions
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invariant densities
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derivative estimation
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asymptotical efficiency
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Pinsker's constant
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