On a problem of statistical inference in null recurrent diffusions (Q1810758)
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scientific article; zbMATH DE number 1924855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a problem of statistical inference in null recurrent diffusions |
scientific article; zbMATH DE number 1924855 |
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On a problem of statistical inference in null recurrent diffusions (English)
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9 June 2003
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diffusion processes
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null recurrence
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limit theorems
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parametric inference
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semiparametric model
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LAMN
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convolution theorem
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local asymptotic minimax bound
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0.91562665
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0.90003383
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0.89311165
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0.8929371
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0.89274806
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0.88618314
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0.8850732
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0.8848897
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