On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes (Q4328531)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1734183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes |
scientific article; zbMATH DE number 1734183 |
Statements
On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes (English)
0 references
25 April 2002
0 references
ergodic diffusion processes
0 references
lower bound
0 references
nonparametric estimation
0 references
asymptotic efficiency
0 references
0.9173831343650818
0 references
0.8999356031417847
0 references
0.8983740210533142
0 references
0.8703798055648804
0 references
