Efficiency of the empirical distribution for ergodic diffusion

Bernoulli

Volumn 3, Issue 4, 1997, Pages 445-456

  Kutoyants, Yury A ^a  

^a UNIVERSITÉ DU MAINE   (France)

Author keywords

diffusion process; minimax bound; nonparametric estimation

Indexed keywords

EID: 0010041965     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318459     Document Type: Article

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