Stationary distribution function estimation for ergodic diffusion process
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Publication:1281925
DOI10.1023/A:1009997126882zbMATH Open1061.62553MaRDI QIDQ1281925FDOQ1281925
Publication date: 22 April 1999
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
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- scientific article; zbMATH DE number 1304737
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Order statistics; empirical distribution functions (62G30)
Cited In (14)
- ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES
- Donsker theorems for diffusions: necessary and sufficient conditions
- On confidence intervals for distribution function and density of ergodic diffusion process
- On L2 Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators
- On efficient estimation of invariant density for ergodic diffusion processes
- On the goodness-of-fit testing for ergodic diffusion processes
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
- Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
- Goodness of fit test for ergodic diffusion processes
- On invariant distribution function estimation for continuous-time stationary processes
- Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process
- Goodness of fit test for ergodic diffusions by tick time sample scheme
- On goodness-of-fit testing for ergodic diffusion process with shift parameter
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