A note on statistical inference for a class of diffusions and approximate diffusions (Q760738)
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scientific article; zbMATH DE number 3885153
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| English | A note on statistical inference for a class of diffusions and approximate diffusions |
scientific article; zbMATH DE number 3885153 |
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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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0.7413243651390076
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0.7361986041069031
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0.7357139587402344
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0.7334829568862915
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