Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5126682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case |
scientific article; zbMATH DE number 5126682 |
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
0.9639739
0 references
0.9065932
0 references
0.89825886
0 references
0.8940203
0 references
0.8916666
0 references
