Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114)

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scientific article; zbMATH DE number 7708899
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Le Cam-Stratonovich-Boole theory for Itô diffusions
scientific article; zbMATH DE number 7708899

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    Le Cam-Stratonovich-Boole theory for Itô diffusions (English)
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    7 July 2023
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    Itô stochastic differential equation
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    Fisk-Stratonovich integral
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    Boole approximation
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    Monte Carlo method
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    diffusion process
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    discrete observations
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    forward-backward martingale approximation
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    almost slowly increasing experimental design
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    approximate maximum likelihood estimators
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    Bernstein-von Mises theorem
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    approximate posterior distributions
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    approximate Bayes estimators
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    approximate maximum probability estimators
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    conditional least squares estimator
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    weak convergence of random fields
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    local asymptotic normality
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    Hajek-Le Cam minimaxity
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