Non‐parametric Variance Estimation from Ergodic Samples

DOI10.1111/1467-9469.00099zbMath0924.62088OpenAlexW1973728015MaRDI QIDQ3842759

Mounir Arfi

Publication date: 9 November 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00099

zbMATH Keywords

diffusionBrownian motionergodicityvariance functionstrong consistencykernel estimate

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes: estimation; hidden Markov models (62M05)

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