The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion

MaRDI QIDQ5488438zbMATH OpenFDO

Authors Taras O. Androshchuk

Publication date 19 September 2006

Full work available at URL http://www.ams.org/tpms/2005-71-00/S0094-9000-05-00643-5/home.html

zbMATH Keywords

system of measures

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise

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