Re-weighted functional estimation of second-order diffusion processes

DOI10.1007/s00184-011-0372-6zbMath1254.62090OpenAlexW2071583922MaRDI QIDQ1928377

Mingtian Tang, Yunyan Wang, Zhang, Lixin

Publication date: 3 January 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0372-6

zbMATH Keywords

consistencyasymptotic normalityempirical likelihoodre-weighted estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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