Add to ORKGtextabstractFor ergodic diffusion processes, we study kernel-type estimators for the invariant density, its derivatives and the drift function. We determine rates of convergence and find the joint asymptotic distribution of the estimators at different points
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
In this article, general estimating functions for ergodic diffusions sam-pled at high frequency with...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
For ergodic diffusion processes, we study kernel-type estimators for the invariant density, its deri...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
Two classes of unbiased estimators of the density function of ergodic distribution for the diffusion...
We present a review of several results concerning invariant density estimation by observations of er...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
We present a review of several results concerning invariant density estimation by observations of er...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
The paper studies asymptotics of inhomogeneous integral functionals of an ergodic diffusion process ...
Abstract. The problems of nonparametric estimation of the de-rivative of the invariant density funct...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
The joint estimation of both drift and diffusion coefficient parameters is treated under the situati...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
In this article, general estimating functions for ergodic diffusions sam-pled at high frequency with...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...
For ergodic diffusion processes, we study kernel-type estimators for the invariant density, its deri...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
Two classes of unbiased estimators of the density function of ergodic distribution for the diffusion...
We present a review of several results concerning invariant density estimation by observations of er...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
We present a review of several results concerning invariant density estimation by observations of er...
The problem of nonparametric invariant density function estimation of an ergodic diffusion process i...
The paper studies asymptotics of inhomogeneous integral functionals of an ergodic diffusion process ...
Abstract. The problems of nonparametric estimation of the de-rivative of the invariant density funct...
This thesis is directed towards a twofold aim concerning a statistical problem and its probabilistic...
The joint estimation of both drift and diffusion coefficient parameters is treated under the situati...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
In this article, general estimating functions for ergodic diffusions sam-pled at high frequency with...
We consider the problem of the estimation of the invariant distribution function of an ergodic diffu...