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dc.contributor.authorKutoyants, Yu. A.
dc.date.accessioned2007-11-12T19:26:58Z
dc.date.available2007-11-12T19:26:58Z
dc.date.issued2004
dc.identifier.citationKutoyants, Yu. A.. "On invariant density estimation for ergodic diffusion processes". SORT, 2004, Vol. 28, núm. 2
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/3754
dc.description.abstractWe 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.extent111-124
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2004, Vol. 28, Núm. 2 [July-December]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherInference
dc.titleOn invariant density estimation for ergodic diffusion processes
dc.typeArticle
dc.subject.lemacInferència
dc.subject.lemacProcessos estocàstics
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.subject.amsClassificació AMS::62 Statistics::62G Nonparametric inference
dc.rights.accessOpen Access


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