Information geometry of small diffusions

DOI10.1007/s11203-007-9011-2zbMath1204.60077OpenAlexW1965692933WikidataQ126247603 ScholiaQ126247603MaRDI QIDQ623479

Tomonari Sei, Fumiyasu Komaki

Publication date: 5 February 2011

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

Full work available at URL: https://doi.org/10.1007/s11203-007-9011-2

zbMATH Keywords

information geometrycurved exponential familysecond-order asymptotic efficiencysmall diffusion models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Local differential geometry (53B99)

Related Items (1)

Informative fractal dimension associated with nonmetricity in information geometry

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Statistical analysis of curved probability densities
• Curved exponential families of stochastic processes and their envelope families
• Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators
• Differential-geometrical methods in statistics
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