Information geometry of small diffusions
DOI10.1007/S11203-007-9011-2zbMATH Open1204.60077OpenAlexW1965692933WikidataQ126247603 ScholiaQ126247603MaRDI QIDQ623479FDOQ623479
Authors: Tomonari Sei, Fumiyasu Komaki 
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9011-2
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information geometrycurved exponential familysecond-order asymptotic efficiencysmall diffusion models
Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Local differential geometry (53B99)
Cites Work
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- Differential-geometrical methods in statistics
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- Statistical analysis of curved probability densities
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- Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators
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- Curved exponential families of stochastic processes and their envelope families
Cited In (7)
- Informative fractal dimension associated with nonmetricity in information geometry
- On drift, diffusion and geometry
- Minimization of the Kullback information of diffusion processes
- Gaussian random bridges and a geometric model for information equilibrium
- Title not available (Why is that?)
- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- Information geometric characterization of the complexity of fractional Brownian motions
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