Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
scientific article

    Statements

    Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (English)
    0 references
    14 February 2007
    0 references
    Asymptotic equivalence
    0 references
    Statistical experiment
    0 references
    Le Cam distance
    0 references
    Ergodic diffusion
    0 references
    Gaussian shift
    0 references
    Heteroskedastic regression
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references