The nonparametric LAN expansion for discretely observed diffusions

DOI10.1214/19-EJS1545zbMath1418.62210arXiv1802.02009OpenAlexW2964319839MaRDI QIDQ2414495

Sven Wang

Publication date: 17 May 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02009

zbMATH Keywords

parabolic PDELAN propertynonparametric diffusion model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60)

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