Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses |
scientific article |
Statements
Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (English)
0 references
28 September 2005
0 references
local asymptotic normality
0 references
dependent data
0 references
diffusion processes
0 references
discrete sampling
0 references
exact asymptotics
0 references
minimax risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references