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On second order minimax estimation of invariant density for ergodic diffusion - MaRDI portal

On second order minimax estimation of invariant density for ergodic diffusion (Q4659565)

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scientific article; zbMATH DE number 2147905
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On second order minimax estimation of invariant density for ergodic diffusion
scientific article; zbMATH DE number 2147905

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    On second order minimax estimation of invariant density for ergodic diffusion (English)
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    21 March 2005
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    invariant density estimation
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    second order minimax
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    lower bound
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    Pinsker's constant
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