LAMN in a class of parametric models for null recurrent diffusions

DOI10.1007/S11203-018-9175-YMaRDI QIDQ1656853zbMATH OpenOpenAlexFDO

Authors Carina Zeller, R. Höpfner

Publication date 10 August 2018

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.01776

zbMATH Keywords

asymptotically optimal estimatorsdiffusionsinformation processLAMNlocal asymptotic minimax boundnull recurrenceparametric inference

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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Cited in

(1)

• LAMN in a class of parametric models for null recurrent diffusion

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