Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720)

From MaRDI portal
Revision as of 23:16, 20 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    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