Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations

Simple item page
dc.contributor.authorMishra, M N
dc.contributor.authorRao, B L S P
dc.date.accessioned2013-06-20T12:39:57Z
dc.date.available2013-06-20T12:39:57Z
dc.date.issued2001
dc.identifier.citationStatistics and Decisions, v 19, p 121-136en_US
dc.identifier.urihttp://hdl.handle.net/10263/5489
dc.language.isoenen_US
dc.subjectStochastic differential equationen_US
dc.subjectDiffusion processen_US
dc.subjectLocal asymptotic normalityen_US
dc.subjectApproximate bayes estimatoren_US
dc.titleAsymptotic minimax estimation in nonlinear stochastic differential equations from discrete observationsen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
AMSINS-SD-V19-P121-136.pdf
Size:
2.19 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Physics and Applied Mathematics