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

Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise (Q5123728)

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scientific article; zbMATH DE number 7253088
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Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
scientific article; zbMATH DE number 7253088

    Statements

    Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise (English)
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    29 September 2020
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    diffusion process
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    semiparametric models
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    dynamical systems with small noise
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    asymptotic efficiency
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