Discretely observed diffusions: Classes of estimating functions and small Δ -optimality

Scandinavian Journal of Statistics

Volumn 28, Issue 1, 2001, Pages 123-149

  Jacobsen, Martin ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Asymptotic normality of estimators; Estimating functions of type; Martingale; Minimizing asymptotic covariances; Reversible; Simple; Transition dependent

Indexed keywords

EID: 0035285979     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00228     Document Type: Article

References (19)

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