Stationary Distribution Function Estimation for Ergodic Diffusion Process
| Year of publication: |
1998
|
|---|---|
| Authors: | Negri, Ilia |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 1, p. 61-84
|
| Publisher: |
Springer |
| Subject: | Mathematics Subject Classifications (1991): 60J60 | 62G20. | ergodic diffusion process | asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391497