Asymptotic normality and efficiency of a weighted correlogram

DOI10.1007/BF02528835zbMath0942.60051OpenAlexW2089122081MaRDI QIDQ4705267

E. V. Chalykh

Publication date: 19 December 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02528835

zbMATH Keywords

Itô stochastic equationLangevin type equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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