Asymptotic equivalence for a null recurrent diffusion

zbMath1040.60067MaRDI QIDQ1611498

Sylvain Delattre, Marc Hoffmann

Publication date: 2002

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

diffusion processesdeficiency distancenonparametric experimentsmixed Gaussian white noise

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Diffusion processes (60J60)

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Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Asymptotic equivalence of spectral density estimation and Gaussian white noise ⋮ Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case ⋮ Gaussianization machines for non-Gaussian function estimation models ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Unnamed Item ⋮ Le cam theory on the comparison of statistical models ⋮ Asymptotic equivalence of nonparametric autoregression and nonparametric regression ⋮ Nonparametric regression with martingale increment errors ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments ⋮ Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions ⋮ Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities ⋮ Asymptotic equivalence and adaptive estimation for robust nonparametric regression ⋮ Sharp adaptive estimation of the drift function for ergodic diffusions

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