Efficiency of the empirical distribution for ergodic diffusion

DOI10.2307/3318459zbMath0910.62079OpenAlexW2043827583MaRDI QIDQ1380402

Yury A. Kutoyants

Publication date: 4 March 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1175882218

zbMATH Keywords

ergodic diffusion processempirical distributionminimax bound

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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