Asymptotically Efficient Estimation of the Derivative of the Invariant Density
| Year of publication: |
2003
|
|---|---|
| Authors: | Dalalyan, Arnak ; Kutoyants, Yury |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 1, p. 89-107
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| Publisher: |
Springer |
| Subject: | ergodic diffusion | invariant density | derivative estimation | asymptotical efficiency | Pinsker's constant |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616016