Re-weighted functional estimation of second-order diffusion processes (Q1928377)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Re-weighted functional estimation of second-order diffusion processes |
scientific article |
Statements
Re-weighted functional estimation of second-order diffusion processes (English)
0 references
3 January 2013
0 references
asymptotic normality
0 references
consistency
0 references
empirical likelihood
0 references
re-weighted estimator
0 references
