Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes |
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Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (English)
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10 September 2007
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nonparametric sequential estimation
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minimax
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drift
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ergodic diffusion process
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efficient procedure
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