On second order minimax estimation of invariant density for ergodic diffusion
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Publication:4659565
DOI10.1524/stnd.22.1.17.32718zbMath1057.62066OpenAlexW2330599350MaRDI QIDQ4659565
Arnak S. Dalalyan, Yury A. Kutoyants
Publication date: 21 March 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a96140c9005228e5dcd311b8801a1ed4be0ff281
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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