Nonparametric estimation of some functional with small noise diffusion processes

MaRDI QIDQ1856546zbMATH OpenFDO

Authors Samir Lababidi

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalityefficient estimators

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Applications of functional analysis in probability theory and statistics (46N30)

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Cited in

(3)

• Estimates of intense noise for inhomogeneous diffusion processes
• A new nonparametric estimation for diffusion function
• Stochastic differential equations driven by small general Gaussian noise: non parametric estimation

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