Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations

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AMSINS-SD-V19-P121-136.pdf (2.19 MB)

Date

2001

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Keywords

Stochastic differential equation, Diffusion process, Local asymptotic normality, Approximate bayes estimator

Citation

Statistics and Decisions, v 19, p 121-136

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http://hdl.handle.net/10263/5489

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Physics and Applied Mathematics

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