LAN property for ergodic diffusions with discrete observations (Q1863418)
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scientific article; zbMATH DE number 1879932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAN property for ergodic diffusions with discrete observations |
scientific article; zbMATH DE number 1879932 |
Statements
LAN property for ergodic diffusions with discrete observations (English)
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11 March 2003
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ergodic diffusion process
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LAN property
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log-likelihood ratio
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Malliavin calculus
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parametric estimation
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