Title of article :
Efficient estimators for functionals of Markov chains with parametric marginals
Author/Authors :
Spiridon Penev، نويسنده , , Hanxiang Peng، نويسنده , , Anton Schick، نويسنده , , Wolfgang Wefelmeyer، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2004
Keywords :
Discretely observed di:usion , Least-squares estimator , Series estimator , E cient in8uence function , Constrained model , Orthonormal basis , Reversible Markovchain
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters