SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

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 : (112)

References (26)

1
- 84968488966
- Bounds for the fundamental solution of a parabolic equation
- (1967) Bull. Amer. Math. Soc , vol.73 , pp. 890-903
- Aronson, D.G.¹

2
- 0001700428
- Estimation of the coefficient of a diffusion from discrete observations
- (1986) Stochastics , vol.19 , pp. 263-284
- Dacunha-Castelle, D.¹ Florens-Zmirou, D.²

3
- 0023310925
- On estimating the diffusion coefficient
- (1987) J. Appl. Probab , vol.24 , pp. 105-114
- Donhal, G.¹

4
- 84881079791
- Approximate discrete time schemes for statistics of diffusion processes
- (1989) Statistics , vol.20 , pp. 547-557
- Florens-Zmirou, D.¹

5
- 0003933434
- Academic Press, New York
- (1975) Stochastic Differential Equations and Applications , vol.1
- Friedman, A.¹

6
- 0002074626
- Maximum contrast estimation for diffusion processes from discrete observations
- (1990) Statistics , vol.21 , pp. 99-116
- Genon-Catalot, V.¹

7
- 0000529797
- On the estimation of the diffusion coefficient for multidimensional diffusion processes
- (1993) Ann. Inst. H. Poincaré (Probab. Statist.) , vol.29 , pp. 119-151
- Genon-Catalot, V.¹ Jacod, J.²

8
- 0000871426
- Estimation of the diffusion coefficient for diffusion processes: Random sampling
- (1994) Scandinavian J. Statist , vol.21 , pp. 193-221
- Genon-Catalot, V.¹ Jacod, J.²

9
- 0009936666
- Local asymptotic mixed normality property for elliptic diffusion
- (2001) Bernouilli , vol.7 , Issue.6 , pp. 899-912
- Gobet, E.¹

10
- 0000088637
- Local asymptotic minimax admissibility in estimation
- Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles, University of California Press
- (1971) , pp. 175-194
- Hajek, J.¹

11
- 0003649950
- Sijthoff & Noordhoff
- (1980) Stochastic Stability of Differential Equations
- Has'minskii, R.Z.¹

12
- 0001661804
- Local asymptotic normality and mixed normality for Markov statistical models
- (1990) Probab. Theory Related Fields , vol.86 , pp. 105-129
- Höpfner, R.¹ Jacod, J.² Ladelli, L.³

13
- 0009956797
- Private communication
- Jacod, J.¹

14
- 0003757289
- Limit Theorems for Stochastic Processes
- Springer, Berlin
- (1987)
- Jacod, J.¹ Shiryaev, A.N.²

15
- 0004171561
- Brownian Motion and Stochastic Calculus
- Springer
- (1998)
- Karatzas, I.¹ Shreve, S.E.²

16
- 0040360923
- Estimation of an ergodic diffusion from discrete observations
- (1997) Scandinavian J. Statist , vol.24 , pp. 211-229
- Kessler, M.¹

17
- 0003983429
- Stochastic differential equations and stochastic flows of diffeomorphisms
- Ecole d'Eté de Probabilités de St-Flour XII, 1982, Lecture Notes in Math., Vol. 1097, Springer
- (1984) , pp. 144-305
- Kunita, H.¹

18
- 0002025120
- Limits of experiments
- Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles, University of California Press
- (1971) , pp. 245-261
- Le Cam, L.¹

19
- 0004269918
- Asymptotics in Statistics
- Springer
- (1990)
- Le Cam, L.¹ Yang, G.L.²

20
- 84974055153
- On conditional diffusion processes
- (1990) Proc. Royal Soc. Edinburgh , vol.115 A , pp. 243-255
- Lyons, T.J.¹ Zheng, W.A.²

21
- 0004035123
- Malliavin Calculus and Related Topics
- Springer
- (1995)
- Nualart, D.¹

22
- 0001004229
- Asymptotic theory for non-linear least square estimator for diffusion processes
- (1983) Math. Operationsforsch. Statist. Ser. Stat , vol.14 , pp. 195-209
- Prakasa Rao, B.L.S.¹

23
- 0003812051
- Statistical Inference for Diffusion Type Processes
- Kendall's Library of Statistics, 8, Edward Arnold, London, Oxford University Press, New York
- (1999)
- Prakasa Rao, B.L.S.¹

24
- 0000574485
- Estimation for diffusion processes from discrete observations
- (1992) J. Multivariate Anal , vol.41 , pp. 220-242
- Yoshida, N.¹

25
- 0000431807
- Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
- (1992) Probab. Theory Related Fields , vol.92 , pp. 275-311
- Yoshida, N.¹

26
- 0030119936
- Asymptotic expansions for perturbed systems on Wiener space, maximum likelihood estimators
- (1996) J. Multivariate Anal , vol.57 , pp. 1-36
- Yoshida, N.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.