Efficient density estimation for ergodic diffusion processes
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Publication:1962689
DOI10.1023/A:1009919612081zbMath0953.62085OpenAlexW1493032750MaRDI QIDQ1962689
Publication date: 8 January 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009919612081
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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