Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
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Publication:2510830
DOI10.1214/14-AOS1216zbMath1296.62018arXiv1406.5863OpenAlexW3098778929MaRDI QIDQ2510830
Valentine Genon-Catalot, Catherine Larédo
Publication date: 4 August 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.5863
diffusion processdiscrete observationsEuler schemedeficiency distancenonparametric experimentsLe Cam equivalence
Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Inference from stochastic processes (62M99) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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