On Castellana-Leadbetter's condition for diffusion density estimation

DOI10.1023/A:1009996608986zbMath0958.62078MaRDI QIDQ1567083

Alexander Yu. Veretennikov

Publication date: 8 April 2001

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

diffusion processergodic estimates

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

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