LAN property for ergodic diffusions with discrete observations

Emmanuel Gobet

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 5, page 711-737
  • ISSN: 0246-0203

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Gobet, Emmanuel. "LAN property for ergodic diffusions with discrete observations." Annales de l'I.H.P. Probabilités et statistiques 38.5 (2002): 711-737. <http://eudml.org/doc/77730>.

@article{Gobet2002,
author = {Gobet, Emmanuel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {ergodic diffusion process; LAN property; log-likelihood ratio; Malliavin calculus; parametric estimation},
language = {eng},
number = {5},
pages = {711-737},
publisher = {Elsevier},
title = {LAN property for ergodic diffusions with discrete observations},
url = {http://eudml.org/doc/77730},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Gobet, Emmanuel
TI - LAN property for ergodic diffusions with discrete observations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 5
SP - 711
EP - 737
LA - eng
KW - ergodic diffusion process; LAN property; log-likelihood ratio; Malliavin calculus; parametric estimation
UR - http://eudml.org/doc/77730
ER -

References

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