scientific article; zbMATH DE number 1210649

MaRDI QIDQ4213627zbMATH OpenFDO

Authors Yu. A. Kutoyants

Publication date 29 November 1998

zbMATH Keywords

asymptotic efficiencydensity estimationempirical distributionergodic diffusion processminimax boundsemiparametric estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(11)

• On cusp estimation of ergodic diffusion process
• Semiparametric estimation for dynamical systems with small noise.
• On confidence intervals for distribution function and density of ergodic diffusion process
• Parametric inference for hypoelliptic ergodic diffusions with full observations
• Moment estimation for ergodic diffusion processes
• Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
• On L₂ Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
• On parameter estimation for switching ergodic diffusion processes
• Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
• A family of minimax rates for density estimators in continuous time
• On efficient estimation of invariant density for ergodic diffusion processes

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