Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2003.10.022 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2031105374 / rank | |||
Normal rank |
Revision as of 21:56, 19 March 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