Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947): Difference between revisions

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Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
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    Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (English)
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    14 February 2007
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    Asymptotic equivalence
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    Statistical experiment
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    Le Cam distance
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    Ergodic diffusion
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    Gaussian shift
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    Heteroskedastic regression
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