Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1023693
Property / author
 
Property / author: Spiridon I. Penev / rank
Normal rank
 

Revision as of 22:00, 21 February 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
    0 references
    0 references
    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

    Identifiers