Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
| Year of publication: |
1997
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|---|---|
| Authors: | Iacus, Stefano |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 6.1997, 2, p. 161-176
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| Publisher: |
Springer |
| Subject: | Diffusion process | Semiparametric models | Dynamical systems with small noise | Asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497283