Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (Q4526147)

From MaRDI portal
scientific article; zbMATH DE number 1553286
Language Label Description Also known as
English
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
scientific article; zbMATH DE number 1553286

    Statements

    Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (English)
    0 references
    20 May 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    diffusion processes
    0 references
    small noise
    0 references
    asymptotic minimax risk
    0 references
    semiparametric estimation
    0 references
    0 references