On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832)
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English | On confidence intervals for distribution function and density of ergodic diffusion process |
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On confidence intervals for distribution function and density of ergodic diffusion process (English)
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9 September 2004
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Ergodic diffusion
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Invariant distribution
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Invariant density
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Variance estimation
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Confidence interval
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Nonparametric Fisher information
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