Erratum

DOI10.1007/978-3-0348-0545-2_13zbMath1464.60067OpenAlexW4239206602MaRDI QIDQ5746527

José Manuel Corcuera, Arturo Kohatsu-Higa

Publication date: 19 February 2014

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_13

zbMATH Keywords

Malliavin calculusdiffusion processesparametric estimationjump-diffusion processscore functionCramer-Rao lower boundLAMN propertyLAN property

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Jump processes on discrete state spaces (60J74)

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