Information geometry of small diffusions

DOI10.1007/S11203-007-9011-2MaRDI QIDQ623479zbMATH OpenOpenAlexWikidataFDO

Authors Tomonari Sei, Fumiyasu Komaki

Publication date 5 February 2011

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-007-9011-2

zbMATH Keywords

information geometrycurved exponential familysecond-order asymptotic efficiencysmall diffusion models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Local differential geometry (53B99)

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Cited in

(7)

• On drift, diffusion and geometry
• Minimization of the Kullback information of diffusion processes
• Information criteria for small diffusions via the theory of Malliavin-Watanabe
• scientific article; zbMATH DE number 5811241 (Why is no real title available?)
• Informative fractal dimension associated with nonmetricity in information geometry
• Gaussian random bridges and a geometric model for information equilibrium
• Information geometric characterization of the complexity of fractional Brownian motions

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