Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise

DOI10.1080/10485250008832846zbMATH Open0960.62087OpenAlexW2162849799MaRDI QIDQ4526147FDOQ4526147

Authors: Stefano M. Iacus 

Publication date: 20 May 2001

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

Full work available at URL: https://doi.org/10.1080/10485250008832846

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• scientific article; zbMATH DE number 1210649

zbMATH Keywords

semiparametric estimationdiffusion processessmall noiseasymptotic minimax risk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Semiparametric analysis of general additive-multiplicative hazard models for counting processes
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• Nonparametric function estimation involving time series
• Achieving information bounds in non and semiparametric models
• Some problems of nonparametric estimation by observations of ergodic diffusion process
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Cited In (5)

• Semiparametric estimation of the state of a dynamical system with small noise
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• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
• Semiparametric estimation for dynamical systems with small noise.
• Efficient Estimation of Dynamical Systems

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