Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114)
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scientific article; zbMATH DE number 7708899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Le Cam-Stratonovich-Boole theory for Itô diffusions |
scientific article; zbMATH DE number 7708899 |
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Le Cam-Stratonovich-Boole theory for Itô diffusions (English)
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7 July 2023
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Itô stochastic differential equation
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Fisk-Stratonovich integral
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Boole approximation
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Monte Carlo method
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diffusion process
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discrete observations
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forward-backward martingale approximation
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almost slowly increasing experimental design
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approximate maximum likelihood estimators
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Bernstein-von Mises theorem
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approximate posterior distributions
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approximate Bayes estimators
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approximate maximum probability estimators
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conditional least squares estimator
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weak convergence of random fields
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local asymptotic normality
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Hajek-Le Cam minimaxity
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