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On confidence intervals for distribution function and density of ergodic diffusion process - MaRDI portal

On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832)

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scientific article; zbMATH DE number 2100053
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English
On confidence intervals for distribution function and density of ergodic diffusion process
scientific article; zbMATH DE number 2100053

    Statements

    On confidence intervals for distribution function and density of ergodic diffusion process (English)
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    9 September 2004
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    Ergodic diffusion
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    Invariant distribution
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    Invariant density
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    Variance estimation
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    Confidence interval
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    Nonparametric Fisher information
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