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

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