Asymptotically Efficient Estimation of the Derivative of the Invariant Density

Arnak Dalalyan and Yury Kutoyants ()

Statistical Inference for Stochastic Processes, 2003, vol. 6, issue 1, 89-107

Keywords: ergodic diffusion; invariant density; derivative estimation; asymptotical efficiency; Pinsker's constant (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1022604827156

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