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Semiparametric estimation of the state of a dynamical system with small noise - MaRDI portal

Semiparametric estimation of the state of a dynamical system with small noise (Q5937006)

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scientific article; zbMATH DE number 1618308
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Semiparametric estimation of the state of a dynamical system with small noise
scientific article; zbMATH DE number 1618308

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    Semiparametric estimation of the state of a dynamical system with small noise (English)
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    12 July 2001
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    semiparametric estimation
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    dynamical systems
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    asymptotic minimax risk
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    diffusion process
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