Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality
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Publication:2722307
DOI10.1111/1467-9469.00228zbMath0973.60079MaRDI 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 functions; asymptotic normality of estimators; minimizing asymptotic covariances; reversible estimating functions; simple estimating functions; transition dependent estimating functions
62F12: Asymptotic properties of parametric estimators
60G44: Martingales with continuous parameter
60J60: Diffusion processes
62J10: Analysis of variance and covariance (ANOVA)
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