A note on statistical inference for a class of diffusions and approximate diffusions (Q760738)

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A note on statistical inference for a class of diffusions and approximate diffusions
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    A note on statistical inference for a class of diffusions and approximate diffusions (English)
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    1985
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    Some optimal inference results for a class of diffusion processes, including the continuous state branching process and the approximate Wright-Fisher model with selection, are derived. It is then showed how the theory of convergence of experiments, due to \textit{L. Le Cam}, Notes on asymptotic methods in statistical decision theory. Centre Rech. Math., Univ. Montreal (1970), can be applied to derive corresponding results for processes approximating these diffusions.
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    diffusion approximations
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    continuous state branching process
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    approximate Wright-Fisher model
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    convergence of experiments
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