LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085)
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scientific article; zbMATH DE number 7578469
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| English | LAMN property for multivariate inhomogeneous diffusions with discrete observations |
scientific article; zbMATH DE number 7578469 |
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LAMN property for multivariate inhomogeneous diffusions with discrete observations (English)
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31 August 2022
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asymptotic efficiency
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multivariate inhomogeneous diffusion
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local asymptotic mixed normality property
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Malliavin calculus
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non-ergodic diffusion
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