Robust M-estimators in diffusion processes (Q1119307): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf00049433 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2100238034 / rank | |||
Normal rank | |||
Latest revision as of 12:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust M-estimators in diffusion processes |
scientific article |
Statements
Robust M-estimators in diffusion processes (English)
0 references
1988
0 references
Sobolev space
0 references
robust estimation
0 references
diffusion processes
0 references
M-estimation
0 references
asymptotic variance
0 references
integral operator
0 references
boundedness of the influence function
0 references
optimal robust M-estimator
0 references
boundary value problem
0 references
second order differential equation
0 references
Ornstein-Uhlenbeck process
0 references
0 references
