Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:57, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimators for functionals of Markov chains with parametric marginals. |
scientific article |
Statements
Efficient estimators for functionals of Markov chains with parametric marginals. (English)
0 references
14 March 2004
0 references
Least-squares estimator
0 references
Series estimator
0 references
Orthonormal basis
0 references
influence function
0 references
Reversible Markov chain
0 references
Discretely observed diffusion
0 references
Constrained model
0 references
