Estimation of the Diffusion Coefficient Under Strong Mixing

DOI10.1080/02331889908802682MaRDI QIDQ4943301zbMATH OpenOpenAlexFDO

Authors Mounir Arfi, Jean-Pierre Lecoutre

Publication date 3 July 2000

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889908802682

zbMATH Keywords

strong mixingkernel estimatediffusion coefficients

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 3388297 (Why is no real title available?)
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes
• Nonparametric drift estimation from ergodic samples
• Non‐parametric Variance Estimation from Ergodic Samples
• On estimating the diffusion coefficient

Cited in

(9)

• On estimating the diffusion coefficient
• Estimation of the diffusion coefficient from crossings
• Drift estimation from \(\tilde{\rho}\)-mixing sequences
• scientific article; zbMATH DE number 7779335 (Why is no real title available?)
• scientific article; zbMATH DE number 679927 (Why is no real title available?)
• Steady Diffusion within a Finitely Extended Mixture Slab
• scientific article; zbMATH DE number 970748 (Why is no real title available?)
• scientific article; zbMATH DE number 792718 (Why is no real title available?)
• Non‐parametric Variance Estimation from Ergodic Samples

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