On second order asymptotically efficient estimation of invariant density for ergodic diffusion
Dalalyan, A.S. ; Kutoyants, Yu
HAL, hal-00102237 / Harvested from HAL
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00102237,
     author = {Dalalyan, A.S. and Kutoyants, Yu},
     title = {On second order asymptotically efficient estimation of invariant density for ergodic diffusion},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00102237}
}
Dalalyan, A.S.; Kutoyants, Yu. On second order asymptotically efficient estimation of invariant density for ergodic diffusion. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00102237/