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Asymptotic normality of the minimum non-Hilbertian distance estimators for a diffusion process with small noise - MaRDI portal

Asymptotic normality of the minimum non-Hilbertian distance estimators for a diffusion process with small noise (Q1580840)

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scientific article; zbMATH DE number 1507778
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Asymptotic normality of the minimum non-Hilbertian distance estimators for a diffusion process with small noise
scientific article; zbMATH DE number 1507778

    Statements

    Asymptotic normality of the minimum non-Hilbertian distance estimators for a diffusion process with small noise (English)
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    11 March 2001
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    supremum norm
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    Lp norm
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    diffusion type process
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    limiting Gaussian law
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