Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimators for functionals of Markov chains with parametric marginals. |
scientific article |
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Efficient estimators for functionals of Markov chains with parametric marginals. (English)
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14 March 2004
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Least-squares estimator
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Series estimator
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Orthonormal basis
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influence function
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Reversible Markov chain
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Discretely observed diffusion
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Constrained model
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