Estimating the dimension of factors of diffusion processes

DOI10.1524/STND.21.2.171.19006zbMath1040.62073OpenAlexW2228502104MaRDI QIDQ4459755

Klaus Pötzelberger

Publication date: 18 May 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.21.2.171.19006

zbMATH Keywords

dimensioncovering numberfactorsupportbox-counting dimensionItô process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Hausdorff and packing measures (28A78)

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