On efficient estimation of invariant density for ergodic diffusion processes (Q5933640): Difference between revisions

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Revision as of 23:42, 4 March 2024

scientific article; zbMATH DE number 1599570
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English
On efficient estimation of invariant density for ergodic diffusion processes
scientific article; zbMATH DE number 1599570

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    On efficient estimation of invariant density for ergodic diffusion processes (English)
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    19 November 2001
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    invariant density estimation
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    ergodic diffusion process
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    minimax lower bound
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