Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
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Publication:265666
DOI10.1007/s11203-015-9117-xzbMath1345.62026arXiv1411.3684OpenAlexW1966161094MaRDI QIDQ265666
Publication date: 4 April 2016
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.3684
Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Diffusion processes (60J60)
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Le cam theory on the comparison of statistical models, The Le Cam distance between density estimation, Poisson processes and Gaussian white noise, Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise, The deficiency introduced by resampling, On statistical Calderón problems
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