Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842)
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scientific article; zbMATH DE number 5189188
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| English | Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes |
scientific article; zbMATH DE number 5189188 |
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Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (English)
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10 September 2007
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nonparametric sequential estimation
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minimax
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drift
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ergodic diffusion process
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efficient procedure
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0.9051362
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0.9004574
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0.90033334
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0.88703704
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