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Semiparametric Estimation of the State of a Dynamical System with Small Noise

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  • Stefano Iacus

Abstract

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Suggested Citation

  • Stefano Iacus, 2000. "Semiparametric Estimation of the State of a Dynamical System with Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 277-288, October.
    • Handle: RePEc:spr:sistpr:v:3:y:2000:i:3:p:277-288
    DOI: 10.1023/A:1009929415011
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    Cited by:

    1. Stefano Iacus, 1999. "Efficient Estimation of Dynamical systems," Departmental Working Papers 1999-03, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    2. Stefano Iacus, 1997. "Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 161-176, August.
    3. Stefano Iacus & Yu. A. Kutoyants, 2000. "Semiparametric hypotheses testing for dynamical system with small noise," Departmental Working Papers 2000-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    4. Yusuke Kaino & Masayuki Uchida, 2018. "Hybrid estimators for small diffusion processes based on reduced data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(7), pages 745-773, October.

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