On second order minimax estimation of invariant density for ergodic diffusion (Q4659565)
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scientific article; zbMATH DE number 2147905
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| English | On second order minimax estimation of invariant density for ergodic diffusion |
scientific article; zbMATH DE number 2147905 |
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On second order minimax estimation of invariant density for ergodic diffusion (English)
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21 March 2005
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invariant density estimation
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second order minimax
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lower bound
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Pinsker's constant
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0.8656704425811768
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0.8606409430503845
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0.831757664680481
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0.8287162184715271
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