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

Stefano Iacus ()

Statistical Inference for Stochastic Processes, 2000, vol. 3, issue 3, 277-288

Keywords: diffusion process; semiparametric estimation; dynamical systems; asymptotic minimax risk (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1009929415011

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