On a problem of statistical inference in null recurrent diffusions
type: Item
instance of: scholarly article
title: On a problem of statistical inference in null recurrent diffusions
zbMATH Open document ID: 1012.62091
DOI: 10.1023/A:1022607201304
published in: Statistical Inference for Stochastic Processes
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1924855
zbMATH Keywords: diffusion processes
zbMATH Keywords: null recurrence
zbMATH Keywords: limit theorems
zbMATH Keywords: parametric inference
zbMATH Keywords: semiparametric model
zbMATH Keywords: LAMN
zbMATH Keywords: convolution theorem
zbMATH Keywords: local asymptotic minimax bound
author: R. Höpfner
author: Yu. A. Kutoyants
MaRDI profile type: Publication
full work available at URL: a:1022607201304
OpenAlex ID: W1502284268
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description: scientific article; zbMATH DE number 1924855