Invariant Density Estimation for Multidimensional Diffusions

DOI10.1007/978-3-540-44446-6_4zbMath1126.62068OpenAlexW163237591MaRDI QIDQ5434315

Annamaria Bianchi

Publication date: 4 January 2008

Published in: Math Everywhere (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-44446-6_4

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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