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 |
-
Third-order asymptotic expansion of M-estimators for diffusion processes
Sakamoto, Yuji, (2009)
-
Robust M-estimators in diffusion processes
Yoshida, Nakahiro, (1988)
-
Comparing Predictive Values of Two diagnostic tests
Cho, Yoonjin, (2009)
- More ...
-
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
Uchida, Masayuki, (2004)
-
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Hayashi, Takaki, (2008)
-
On the robust estimation in poisson processes with periodic intensities
Yoshida, Nakahiro, (1990)
- More ...