scientific article; zbMATH DE number 1304737

zbMath0938.62086MaRDI QIDQ4251571

Yury A. Kutoyants

Publication date: 13 June 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rate of convergencestochastic integralsasymptotical normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

NONPARAMETRIC STOCHASTIC VOLATILITY ⋮ Some problems of nonparametric estimation by observations of ergodic diffusion process ⋮ Local Hölder exponent estimation for multivariate continuous time processes ⋮ On unbiased density estimation for ergodic diffusion ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes

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