Asymptotic equivalence for a null recurrent diffusion

MaRDI QIDQ1611498zbMATH OpenFDO

Authors Sylvain Delattre, M. Hoffmann

Publication date 2002

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

deficiency distancediffusion processesnonparametric experimentsmixed Gaussian white noise

Mathematics Subject Classification ID

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

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(17)

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• Asymptotic equivalence of nonparametric autoregression and nonparametric regression
• Asymptotic equivalence and adaptive estimation for robust nonparametric regression
• Asymptotic statistical equivalence for scalar ergodic diffusions
• Asymptotic equivalence of spectral density estimation and Gaussian white noise
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
• Sharp adaptive estimation of the drift function for ergodic diffusions
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
• Asymptotic properties of parabolic systems for null-recurrent switching diffusions
• A CLT for a class of stochastic integrals with application in statistics
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
• Le Cam theory on the comparison of statistical models
• Gaussianization machines for non-Gaussian function estimation models
• Nonparametric regression with martingale increment errors

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