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

DOI10.1023/A:1009999627569zbMath0956.62067OpenAlexW1589106954MaRDI QIDQ1580840

Christophe Aubry

Publication date: 11 March 2001

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009999627569

zbMATH Keywords

supremum normLp normdiffusion type processlimiting Gaussian law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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