Information geometry of small diffusions
| Year of publication: |
2008
|
|---|---|
| Authors: | Sei, Tomonari ; Komaki, Fumiyasu |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 11.2008, 2, p. 123-141
|
| Publisher: |
Springer |
| Subject: | Curved exponential family | Information geometry | Second-order asymptotic efficiency | Small diffusion models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184567