Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach

Bernoulli

Volumn 7, Issue 6, 2001, Pages 899-912

  Gobet, Emmanuel ^a  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

Conditional expectation; Convergence of sums of random variables; Diffusion process; Local asymptotic mixed normality property; Log likelihood ratios; Malliavin calculus; Parametric estimation

Indexed keywords

EID: 0009936666     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318625     Document Type: Article

References (12)

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