Asymptotic expansions for perturbed systems on wiener space: Maximum likelihood estimators

Journal of Multivariate Analysis

Volumn 57, Issue 1, 1996, Pages 1-36

  Yoshida, Nakahiro ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Asymptotic expansion; Malliavin calculus; Maximum likelihood estimator

Indexed keywords

EID: 0030119936     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0019     Document Type: Article

References (15)

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