Asymptotic statistics. With a view to stochastic processes
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Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Continuous-time Markov processes on general state spaces (60J25) Inference from stochastic processes (62Mxx)
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- LAMN in a class of parametric models for null recurrent diffusions
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- LAMN property for multivariate inhomogeneous diffusions with discrete observations
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- Efficiency in local differential privacy
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Limiting experiments and asymptotic bounds on the performance of sequence of estimators
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