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Computational Limits to Nonparametric Estimation for Ergodic Processes

โœ Scribed by Takahashi, H.


Book ID
114642888
Publisher
IEEE
Year
2011
Tongue
English
Weight
194 KB
Volume
57
Category
Article
ISSN
0018-9448

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โœ Yu.A. Kutoyants ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 429 KB

We consider the problems of the density and distribution function estimation by the observations of diffusion process with ergodic properties. In every problem we first propose a minimax bound on the risk of any estimator and then study the asymptotic behavior of several estimators. It is shown that