Nonparametric estimation of some functional with small noise diffusion processes

zbMATH Open1006.62069MaRDI QIDQ1856546FDOQ1856546

Authors: Samir Lababidi 

Publication date: 10 February 2003

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

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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)

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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