Statistical convergence of Markov experiments to diffusion limits (Q2448706): Difference between revisions

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+Closed-form likelihood expansions for multivariate diffusions
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+Asymptotic equivalence of nonparametric regression and white noise
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+Q4450670
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+Normal rank
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+Limit experiments of GARCH
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+Estimation of the coefficients of a diffusion from discrete observations
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+Asymptotic statistical equivalence for scalar ergodic diffusions
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+Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
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+Statistical inference across time scales
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+Normal rank
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+On the Moments of the Modulus of Continuity of Itô Processes
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+Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift
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+Q3911791
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+Normal rank
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+Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
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+Diffusion approximation for nonparametric autoregression
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+Asymptotic equivalence of density estimation and Gaussian white noise
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+Asymptotic equivalence for inference on the volatility from noisy observations
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+Asymptotic nonequivalence of GARCH models and diffusions
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