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Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise

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  • Stefano Iacus

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  • 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.
    • Handle: RePEc:spr:stmapp:v:6:y:1997:i:2:p:161-176
    DOI: 10.1007/BF03178910
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. 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.

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