On a Problem of Statistical Inference in Null Recurrent Diffusions
| Year of publication: |
2003
|
|---|---|
| Authors: | Höpfner, R. ; Kutoyants, Yu. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 1, p. 25-42
|
| Publisher: |
Springer |
| Subject: | diffusions | null recurrence | limit theorems | parametric inference | semiparametric model | LAMN | convolution theorem | local asymptotic minimax bound |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184592