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zbMath0675.62055MaRDI QIDQ3830376

Jacek Leśkow, Roman Różański

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normality diffusion process strong consistency pointwise consistency drift estimation drift function L1-consistency histogram sieve

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Statistical modeling of diffusion processes with free knot splines

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