Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
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Publication:6176239
DOI10.1007/s42081-023-00196-0arXiv2207.00180OpenAlexW4323833060MaRDI QIDQ6176239
Publication date: 25 July 2023
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.00180
asymptotic efficiencylocal asymptotic normalitydiffusion processesnonsynchronous observationsmaximum-likelihood-type estimation
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