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scientific article; zbMATH DE number 679591
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scientific article; zbMATH DE number 679591 |
Statements
19 January 1995
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adaptive estimation
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discretization of diffusion processes
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local asymptotic normality
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d-dimensional diffusion process
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LAMN
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\(m\)- dimensional Brownian motion
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non-degeneracy of the diffusion matrix
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smoothness properties
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asymptotically mixed normal
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asymptotic conditional variance
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0.8362774848937988
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0.8293104767799377
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0.81217360496521
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0.8098052740097046
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