Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes
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Bibliographic InfoArticle provided by Springer in its journal Statistical Inference for Stochastic Processes.
Volume (Year): 9 (2006)
Issue (Month): 1 (05)
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Web page: http://www.springerlink.com/link.asp?id=102997
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- Galtchouk, L. & Pergamenshchikov, S., 2006. "Asymptotically efficient estimates for nonparametric regression models," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 852-860, April.
- Galtchouk, L. & Pergamenshchikov, S., 2007. "Uniform concentration inequality for ergodic diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 830-839, July.
- Galtchouk, L. & Pergamenshchikov, S., 2013. "Uniform concentration inequality for ergodic diffusion processes observed at discrete times," Stochastic Processes and their Applications, Elsevier, vol. 123(1), pages 91-109.
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