Small-diffusion asymptotics for discretely sampled stochastic differential equations
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Publication:1431528
DOI10.3150/bj/1072215200zbMath1043.60050MaRDI QIDQ1431528
Masayuki Uchida, Michael Sørensen
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1072215200
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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