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Semiparametric Estimation of the State of a Dynamical System with Small Noise

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Author Info
Stefano Iacus ()

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Abstract

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File URL: http://hdl.handle.net/10.1023/A:1009929415011
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Publisher Info
Article provided by Springer in its journal Statistical Inference for Stochastic Processes.

Volume (Year): 3 (2000)
Issue (Month): 3 (October)
Pages: 277-288
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Handle: RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288

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Related research
Keywords: diffusion process semiparametric estimation dynamical systems asymptotic minimax risk

Cited by:
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  1. Stefano Iacus & Yu. A. Kutoyants, 2000. "Semiparametric hypotheses testing for dynamical system with small noise," Departemental Working Papers 2000-02, Department of Economics University of Milan Italy. [Downloadable!]
  2. Stefano Iacus, 1999. "Efficient Estimation of Dynamical systems," Departemental Working Papers 1999-03, Department of Economics University of Milan Italy. [Downloadable!]
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This page was last updated on 2008-7-1.

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