LAN property for ergodic diffusions with discrete observations
type: Item
instance of: scholarly article
title: LAN property for ergodic diffusions with discrete observations
zbMATH Open document ID: 1018.60076
DOI: 10.1016/S0246-0203(02)01107-X
author: Emmanuel Gobet
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2003-03-11T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77730
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1879932
zbMATH Keywords: ergodic diffusion process
zbMATH Keywords: LAN property
zbMATH Keywords: log-likelihood ratio
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: parametric estimation
MaRDI profile type: Publication
OpenAlex ID: W1568310689
description: scientific article; zbMATH DE number 1879932