An asymptotic sufficiency property of observations related to the first hitting times of a diffusion (Q1262670)
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scientific article; zbMATH DE number 4124840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic sufficiency property of observations related to the first hitting times of a diffusion |
scientific article; zbMATH DE number 4124840 |
Statements
An asymptotic sufficiency property of observations related to the first hitting times of a diffusion (English)
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1990
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minimum contrast
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process with independent increments
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one-dimensional diffusion
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unknown positive drift
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small variance
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asymptotic sufficiency
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partial observations
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first hitting times process
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