Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise

DOI10.1007/BF03178910zbMath1454.62247MaRDI QIDQ5123728

Stefano Maria Iacus

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

diffusion processasymptotic efficiencysemiparametric modelsdynamical systems with small noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Achieving information bounds in non and semiparametric models
• Estimation in semiparametric models. Some recent developments
• Nonparametric function estimation involving time series
• Efficiency of the empirical distribution for ergodic diffusion
• Semiparametric estimation for dynamical systems with small noise.
• Semiparametric analysis of general additive-multiplicative hazard models for counting processes
• Infinite-Dimensional Informational Inequalities
• On a Non-Parametric Analogue of the Information Matrix
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