Some problems of nonparametric estimation by observations of ergodic diffusion process
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Publication:1359806
DOI10.1016/S0167-7152(96)00088-0zbMath1003.62516MaRDI QIDQ1359806
Publication date: 15 January 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
diffusion processdensity estimationnonparametric estimationdistribution function estimationminimax bound
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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