Asymptotically efficient estimation of a drift coefficient in diffusion processes

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Title: Asymptotically efficient estimation of a drift coefficient in diffusion processes
Creator: Pchelintsev, Evgeny A.
Creator: Perelevskiy, Svyatoslav
Subject: оракульные неравенства
Пинскера константа
диффузионные процессы
асимптотическая эффективность оценок
Date: 2019

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collection(s): Механико-математический факультет
Identifier: vtls:000721553
http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000721553
Type: статьи в сборниках
Source: Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019. Novosibirsk, 2019. P. 235-242
Language: eng

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Механико-математический факультет Asymptotically efficient estimation of a drift coefficient in diffusion processes