LAMN in a class of parametric models for null recurrent diffusions
type: Item
instance of: scholarly article
title: LAMN in a class of parametric models for null recurrent diffusions
author: Carina Zeller
author: R. Höpfner
published in: Statistical Inference for Stochastic Processes
publication date: 2018-08-10T00:00:00Z
full work available at URL: https://arxiv.org/abs/1711.01776
Mathematics Subject Classification ID: 62Mxx
zbMATH DE Number: 6916518
zbMATH Keywords: diffusions
zbMATH Keywords: null recurrence
zbMATH Keywords: parametric inference
zbMATH Keywords: information process
zbMATH Keywords: LAMN
zbMATH Keywords: local asymptotic minimax bound
zbMATH Keywords: asymptotically optimal estimators
MaRDI profile type: Publication
OpenAlex ID: W2963983958
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DOI: 10.1007/S11203-018-9175-Y
description: scientific article; zbMATH DE number 6916518