On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process

zbMath1241.62117MaRDI QIDQ634996

Ilia Negri

Publication date: 17 August 2011

Published in: Afrika Statistika (Search for Journal in Brave)

zbMATH Keywords

efficiencylower boundefficient estimator

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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