scientific article; zbMATH DE number 597675

MaRDI QIDQ4298737zbMATH OpenFDO

Authors Tahar Mourid, Yu. A. Kutoyants

Publication date 18 September 1994

zbMATH Keywords

asymptotic normalityconsistencydelay-parameterdiffusion type processdriftkernel-type estimatorminimum distance estimatorsmisspecified modelsrate of convergencesmall diffusiontrenduniform convergence in quadratic mean

Mathematics Subject Classification ID

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

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