Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928)
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scientific article; zbMATH DE number 2209764
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| English | Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses |
scientific article; zbMATH DE number 2209764 |
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Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (English)
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28 September 2005
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local asymptotic normality
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dependent data
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diffusion processes
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discrete sampling
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exact asymptotics
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minimax risk
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0.9217253
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0.9137491
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0.91164947
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0.9116249
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