Asymptotic behavior of M-estimator and related random field for diffusion process
| Year of publication: |
1990
|
|---|---|
| Authors: | Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 42.1990, 2, p. 221-251
|
| Publisher: |
Springer |
| Subject: | Diffusion process | M-estimator |
-
Robust M-estimators in diffusion processes
Yoshida, Nakahiro, (1988)
-
Third-order asymptotic expansion of M-estimators for diffusion processes
Sakamoto, Yuji, (2009)
-
Comparing Predictive Values of Two diagnostic tests
Cho, Yoonjin, (2009)
- More ...
-
Takahashi, Akihiko, (2005)
-
Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals
Sakamoto, Yuji, (1996)
-
Estimation for diffusion processes from discrete observation
Yoshida, Nakahiro, (1992)
- More ...