Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
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Publication:2565928
DOI10.3150/bj/1120591183zbMath1069.62062OpenAlexW2064339767MaRDI QIDQ2565928
Cristina Butucea, Michael H. Neumann
Publication date: 28 September 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1120591183
local asymptotic normalitydiffusion processesdependent dataminimax riskdiscrete samplingexact asymptotics
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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