On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes (Q4328531)

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scientific article; zbMATH DE number 1734183
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On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
scientific article; zbMATH DE number 1734183

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    On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes (English)
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    25 April 2002
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    ergodic diffusion processes
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    lower bound
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    nonparametric estimation
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    asymptotic efficiency
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