Stationary distribution function estimation for ergodic diffusion process

DOI10.1016/S0764-4442(98)80054-2zbMath0916.62058MaRDI QIDQ4217545

Ilia Negri

Publication date: 4 July 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

ergodic diffusion processempirical distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Markov processes: estimation; hidden Markov models (62M05)

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