Estimation of the Diffusion Coefficient Under Strong Mixing
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Publication:4943301
DOI10.1080/02331889908802682zbMath0939.62085MaRDI QIDQ4943301
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
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
Cites Work