On second order minimax estimation of invariant density for ergodic diffusion

DOI10.1524/STND.22.1.17.32718MaRDI QIDQ4659565zbMATH OpenOpenAlexFDO

Authors Arnak S. Dalalyan, Yu. A. Kutoyants

Publication date 21 March 2005

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a96140c9005228e5dcd311b8801a1ed4be0ff281

zbMATH Keywords

invariant density estimationlower boundPinsker's constantsecond order minimax

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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