Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666)
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scientific article
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| English | Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case |
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Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (English)
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4 April 2016
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nonparametric experiments
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deficiency distance
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asymptotic equivalence
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diffusion processes
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autoregression
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0.8779782056808472
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0.8779588937759399
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0.8425704836845398
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0.8307799696922302
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0.801364541053772
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