• 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
    14
  • 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