Asymptotic equivalence for a null recurrent diffusion

zbMath1040.60067MaRDI QIDQ1611498

Sylvain Delattre, Marc Hoffmann

Publication date: 2002

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

diffusion processesdeficiency distancenonparametric experimentsmixed Gaussian white noise

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Diffusion processes (60J60)

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