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scientific article; zbMATH DE number 679591
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scientific article; zbMATH DE number 679591

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    author
    Jean Jacod
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    publication date
    19 January 1995
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    zbMATH DE Number
    679591
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    zbMATH Keywords
    adaptive estimation
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    discretization of diffusion processes
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    local asymptotic normality
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    d-dimensional diffusion process
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    LAMN
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    \(m\)- dimensional Brownian motion
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    non-degeneracy of the diffusion matrix
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    smoothness properties
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    asymptotically mixed normal
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    asymptotic conditional variance
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