Exact asymptotics for estimating the marginal density of discretely observed diffusion processes

Bernoulli

Volumn 11, Issue 3, 2005, Pages 411-444

  Butucea, Cristina ^a,b   Neumann, Michael H ^c  

^a UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Density estimation; Dependent data; Diffusion processes; Discrete sampling; Exact asymptotics; Minimax risk; Nonparametric estimation

Indexed keywords

EID: 33845771345     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1120591183     Document Type: Article

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