Third-order asymptotic expansion of \(M\)-estimators for diffusion processes
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Publication:841023
DOI10.1007/s10463-008-0190-4zbMath1332.62289OpenAlexW2160100810MaRDI QIDQ841023
Yuji Sakamoto, Nakahiro Yoshida
Publication date: 14 September 2009
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0190-4
Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
Related Items
High order asymptotic expansion for Wiener functionals, Asymptotic expansion and estimates of Wiener functionals, Moment estimation for ergodic diffusion processes, Adaptive estimation for degenerate diffusion processes
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