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LAMN in a class of parametric models for null recurrent diffusions - MaRDI portal

LAMN in a class of parametric models for null recurrent diffusions (Q1656853)

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scientific article; zbMATH DE number 6916518
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LAMN in a class of parametric models for null recurrent diffusions
scientific article; zbMATH DE number 6916518

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    LAMN in a class of parametric models for null recurrent diffusions (English)
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    10 August 2018
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    diffusions
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    null recurrence
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    parametric inference
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    information process
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    LAMN
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    local asymptotic minimax bound
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    asymptotically optimal estimators
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