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

DOI10.1080/10485250008832846MaRDI QIDQ4526147zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
• Semiparametric estimation for dynamical systems with small noise.
• Semiparametric estimation of the state of a dynamical system with small noise
• Estimation for Dynamical Systems with Small Noise from Discrete Observations
• scientific article; zbMATH DE number 1210649

Cites work

• scientific article; zbMATH DE number 3124347 (Why is no real title available?)
• scientific article; zbMATH DE number 3862279 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 503459 (Why is no real title available?)
• scientific article; zbMATH DE number 1181283 (Why is no real title available?)
• scientific article; zbMATH DE number 782641 (Why is no real title available?)
• Achieving information bounds in non and semiparametric models
• Nonparametric function estimation involving time series
• Semiparametric analysis of general additive-multiplicative hazard models for counting processes
• Some problems of nonparametric estimation by observations of ergodic diffusion process

Cited in

(5)

• Semiparametric estimation for dynamical systems with small noise.
• Efficient Estimation of Dynamical Systems
• scientific article; zbMATH DE number 4005389 (Why is no real title available?)
• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
• Semiparametric estimation of the state of a dynamical system with small noise

This page was built for publication: Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4526147)