Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (Q4526147)
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scientific article; zbMATH DE number 1553286
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| 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 |
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Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise (English)
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20 May 2001
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diffusion processes
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small noise
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asymptotic minimax risk
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semiparametric estimation
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0.9730274081230164
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0.9426878094673156
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0.8884660005569458
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0.83163982629776
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