Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality
DOI10.1111/1467-9469.00228zbMath0973.60079OpenAlexW2021365472MaRDI QIDQ2722307
Publication date: 11 July 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00228
martingale estimating functionsasymptotic normality of estimatorsminimizing asymptotic covariancesreversible estimating functionssimple estimating functionstransition dependent estimating functions
Asymptotic properties of parametric estimators (62F12) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Analysis of variance and covariance (ANOVA) (62J10)
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