A note on statistical inference for a class of diffusions and approximate diffusions

Some optimal inference results for a class of diffusion processes, including the continuous state branching process and the approximate Wright-Fisher model with selection, are derived. It is then showed how the theory of convergence of experiments, due to Le Cam, can be applied to derive corresponding results for processes approximating these diffusions.

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Year of publication:	1985
Authors:	Swensen, Anders Rygh
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 19.1985, 1, p. 111-123
Publisher:	Elsevier
Keywords:	Inference for diffusion Convergence of experiments Diffusion approximations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875758