Statistical inference and Malliavin calculus (Q2904869)
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scientific article; zbMATH DE number 6071105
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| English | Statistical inference and Malliavin calculus |
scientific article; zbMATH DE number 6071105 |
Statements
Statistical Inference and Malliavin Calculus (English)
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24 August 2012
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diffusion processes
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Malliavin calculus
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parametric estimation
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Cramer-Rao lower bound
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LAN property
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LAMN property
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jump-diffusion processes
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score function
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0.7799526453018188
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0.7174463272094727
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0.7084413170814514
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0.7083901166915894
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0.7083901166915894
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