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Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 38, Issue 5, 2002, Pages 711-737

Lan property for ergodic diffusions with discrete observations

(1) Gobet, Emmanuel a

a CENTRE DE MATHÉMATIQUES APPLIQUÉES (France)

Author keywords

Ergodic diffusion process; LAN property; Log likelihood ratio; Malliavin calculus; Parametric estimation

Indexed keywords

EID: 0036334160 PISSN: 02460203 EISSN: None Source Type: Journal
DOI: 10.1016/S0246-0203(02)01107-X Document Type: Article

Times cited : (109)

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