Asymptotic statistical equivalence for scalar ergodic diffusions

DOI10.1007/s00440-004-0416-1zbMath1081.62002OpenAlexW4300702742MaRDI QIDQ816989

Arnak S. Dalalyan, Markus Reiss

Publication date: 2 March 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0416-1

zbMATH Keywords

local timesmixed Gaussian white noise

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Inference from stochastic processes (62M99)

Related Items (19)

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