Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes-Reference-Cited by-同舟云学术

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Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

Published:2006-05 Issue:1 Volume:9 Page:1-16
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Infer Stoch Process

Author:

Galtchouk L.,Pergamenshchikov S.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-005-3248-4.pdf

Reference31 articles.

1. Linear Stochastic Systems with Constant Coefficients

2. Nonparametric Identification for Diffusion Processes

3. Recursive Estimation in Diffusion Model

4. Local minimax pointwise estimation of a multivariate density

5. Stochastic Control of Partially Observable Systems

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