On Estimating a Dynamic Function of a Stochastic System with Averaging
| Year of publication: |
2000
|
|---|---|
| Authors: | Liptser, R. ; Spokoiny, V. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 3, p. 225-249
|
| Publisher: |
Springer |
| Subject: | fast and slow components | drift and diffusion coefficients | averaging principle | nonparametric estimation | bandwidth selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391507