Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

A. Dalalyan; M. Reiss

Journal Articles Probability Theory and Related Fields Year : 2007

Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

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A. Dalalyan

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Laboratoire de Probabilités et Modèles Aléatoires

M. Reiss

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Probability [math.PR]

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https://hal.science/hal-00130165

Submitted on : Friday, February 9, 2007-3:01:14 PM

Last modification on : Wednesday, April 17, 2024-11:03:19 AM

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hal-00130165 , version 1 (09-02-2007)

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A. Dalalyan, M. Reiss. Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Probability Theory and Related Fields, 2007, 137 n.1-2, pp.25-47. ⟨hal-00130165⟩

Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

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