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Semiparametric estimation for dynamical systems with small noise. - MaRDI portal

Semiparametric estimation for dynamical systems with small noise. (Q1856503)

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scientific article; zbMATH DE number 1865821
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English
Semiparametric estimation for dynamical systems with small noise.
scientific article; zbMATH DE number 1865821

    Statements

    Semiparametric estimation for dynamical systems with small noise. (English)
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    10 February 2003
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    diffusion process
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    semiparametric estimation
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    small noise
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    minimax risk
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