مرکز منطقه ای اطلاع رساني علوم و فناوري - On cusp estimation of ergodic diffusion process

Title of article :

On cusp estimation of ergodic diffusion process

Author/Authors :

Sergueï Dachian، نويسنده , , Yury A. Kutoyants، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

153

To page :

166

Keywords :

Ergodic diffusion process , Cusp estimation , Singular estimation problem , Maximum-likelihoodestimator , Bayesian estimator , Limit distribution

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2003

Journal title :

Journal of Statistical Planning and Inference

Record number :

219585

Link To Document :