On efficient estimation of invariant density for ergodic diffusion processes (Q5933640)
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scientific article; zbMATH DE number 1599570
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| English | On efficient estimation of invariant density for ergodic diffusion processes |
scientific article; zbMATH DE number 1599570 |
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On efficient estimation of invariant density for ergodic diffusion processes (English)
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19 November 2001
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invariant density estimation
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ergodic diffusion process
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minimax lower bound
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0.9525076746940612
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0.936068594455719
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0.9135048985481262
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0.8889521360397339
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