Diffusions with measurement errors. I. Local Asymptotic Normality

DOI10.1051/ps:2001110zbMath1008.60089MaRDI QIDQ4534851

Arnaud Gloter, Jean Jacod

Publication date: 11 June 2002

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__225_0

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M05: Markov processes: estimation; hidden Markov models

60J60: Diffusion processes

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