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Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise - MaRDI portal

Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (Q4526147)

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scientific article; zbMATH DE number 1553286
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Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
scientific article; zbMATH DE number 1553286

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    Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (English)
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    20 May 2001
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    diffusion processes
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    small noise
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    asymptotic minimax risk
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    semiparametric estimation
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