Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes |
scientific article |
Statements
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (English)
0 references
10 September 2007
0 references
nonparametric sequential estimation
0 references
minimax
0 references
drift
0 references
ergodic diffusion process
0 references
efficient procedure
0 references
0 references
0 references
0 references
