Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Galtchouk, L. ; Pergamenshchikov, S. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 9.2006, 1, p. 1-16
|
| Publisher: |
Springer |
| Subject: | nonparametric sequential estimation | minimax | drift | ergodic diffusion process | efficient procedure | primary 62G07 | secondary 62G20 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616032