| dc.contributor.author | Kutoyants, Yu. A. |
| dc.date.accessioned | 2007-11-12T19:26:58Z |
| dc.date.available | 2007-11-12T19:26:58Z |
| dc.date.issued | 2004 |
| dc.identifier.citation | Kutoyants, Yu. A.. "On invariant density estimation for ergodic diffusion processes". SORT, 2004, Vol. 28, núm. 2 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3754 |
| dc.description.abstract | We present a review of several results concerning invariant density estimation by observations of ergodic diffusion process and some related problems. In every problem we propose a lower minimax bound on the risks of all estimators and then we construct an asymptotically efficient estimator. |
| dc.format.extent | 111-124 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2004, Vol. 28, Núm. 2 [July-December] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Inference |
| dc.title | On invariant density estimation for ergodic diffusion processes |
| dc.type | Article |
| dc.subject.lemac | Inferència |
| dc.subject.lemac | Processos estocàstics |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
| dc.subject.ams | Classificació AMS::62 Statistics::62G Nonparametric inference |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
