Small-diffusion asymptotics for discretely sampled stochastic differential equations

DOI10.3150/bj/1072215200zbMath1043.60050OpenAlexW1995397118MaRDI 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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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