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
Language | Label | Description | Also known as |
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English | 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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