Semiparametric Estimation of the State of a Dynamical System with Small Noise
| Year of publication: |
2000
|
|---|---|
| Authors: | Iacus, Stefano |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 3, p. 277-288
|
| Publisher: |
Springer |
| Subject: | diffusion process | semiparametric estimation | dynamical systems | asymptotic minimax risk |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616052