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Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments

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https://hal.archives-ouvertes.fr/hal-01017371
Contributor : Serena Benassù <>
Submitted on : Wednesday, July 2, 2014 - 12:37:12 PM
Last modification on : Friday, March 27, 2020 - 4:05:00 AM

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  • HAL Id : hal-01017371, version 1

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V. Genon-Catalot, C. Laredo. Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments. Annals of Statistics, Institute of Mathematical Statistics, 2014, 42 (3), pp.1145-1165. ⟨hal-01017371⟩

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