Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947)
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scientific article
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English | 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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