PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT
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Publication:5401579
DOI10.1142/S021902571350029XzbMath1284.28010MaRDI QIDQ5401579
Shih-Feng Huang, Hsin-Hung Shih, Yuh-Jia Lee
Publication date: 10 March 2014
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Applications of stochastic analysis (to PDEs, etc.) (60H30) Approximations to statistical distributions (nonasymptotic) (62E17) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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