On unbiased density estimation for ergodic diffusion

Statistics and Probability Letters

Volumn 34, Issue 2, 1997, Pages 133-140

  Kutoyants, Yu A ^a  

^a UNIVERSITÉ DU MAINE   (France)

Author keywords

Asymptotic normality; Density function estimation; Diffusion process; Nonparametric estimation; Unbiased estimator

Indexed keywords

EID: 0031548078     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00174-5     Document Type: Article

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