Asymptotically efficient trend coefficient estimation for ergodic diffusion

MaRDI QIDQ6868115zbMATH OpenFDO

Authors Arnak S. Dalalyan, Yu. A. Kutoyants

Publication date 26 January 2026

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(1)

• Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

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