On confidence intervals for distribution function and density of ergodic diffusion process
type: Item
instance of: scholarly article
title: On confidence intervals for distribution function and density of ergodic diffusion process
zbMATH Open document ID: 1094.62106
DOI: 10.1016/S0378-3758(03)00195-2
published in: Journal of Statistical Planning and Inference
publication date: 2004-09-09T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 2100053
zbMATH Keywords: Ergodic diffusion
zbMATH Keywords: Invariant distribution
zbMATH Keywords: Invariant density
zbMATH Keywords: Variance estimation
zbMATH Keywords: Confidence interval
zbMATH Keywords: Nonparametric Fisher information
author: D. Dehay
author: Yu. A. Kutoyants
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2100053