Moment estimation for ergodic diffusion processes

DOI10.3150/07-BEJ1040zbMath1129.62074arXiv0711.3957MaRDI QIDQ2469659

Nakahiro Yoshida, Yury A. Kutoyants

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.3957

zbMATH Keywords

asymptotic efficiencyasymptotic expansionsnonparametric estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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