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
โฆ LIBER โฆ
On some problems of nonparametric estimation
โ Scribed by I. A. Ibragimov
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 525 KB
- Volume
- 81
- Category
- Article
- ISSN
- 1573-8795
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