Small-diffusion asymptotics for discretely sampled stochastic differential equations

DOI10.3150/bj/1072215200zbMath1043.60050MaRDI QIDQ1431528

Masayuki Uchida, Michael Sørensen

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1072215200

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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