Reversible Markov chains and optimality of symmetrized empirical estimators

Bernoulli

Volumn 5, Issue 1, 1999, Pages 109-123

  Greenwood, Priscilla E ^a   Wefelmeyer, Wolfgang ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Discretely observed diffusions; Efficient estimation; Inference for stochastic processes; Martingale approximation

Indexed keywords

EID: 0007291856     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318615     Document Type: Article

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