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On quasi-invariant density estimation

โœ Scribed by W. Wertz

Book ID
103798014
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
530 KB
Volume
32
Category
Article
ISSN
0378-3758

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The problem of nonparametric invariant density function estimation of an ergodic di usion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is established. The asymptotic risk considered measures the distance between the estimators and the density that