Semiparametric estimation for dynamical systems with small noise.

zbMath1103.62364MaRDI QIDQ1856503

Yury A. Kutoyants

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

diffusion processsemiparametric estimationminimax risksmall noise

Mathematics Subject Classification ID

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

Related Items (2)

Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise ⋮ Estimation for stochastic differential equations with a small diffusion coefficient

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