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Volumn 8, Issue 2, 2002, Pages 139-174

Asymptotic equivalence for a null recurrent diffusion

Author keywords

Deficiency distance; Diffusion processes; Mixed Gaussian white noise; Mixed normality; Nonparametric experiments

Indexed keywords


EID: 28644439974     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (17)

References (13)
  • 1
    • 0030335402 scopus 로고    scopus 로고
    • Asymptotic equivalence of nonparametric regression and white noise
    • Brown, L.D. and Low, M.G. (1996) Asymptotic equivalence of nonparametric regression and white noise. Ann. Statist., 24, 2384-2398.
    • (1996) Ann. Statist. , vol.24 , pp. 2384-2398
    • Brown, L.D.1    Low, M.G.2
  • 3
    • 0032094580 scopus 로고    scopus 로고
    • Asymptotic equivalence for nonparametric generalized linear models
    • Grama, I. and Nussbaum, M. (1998) Asymptotic equivalence for nonparametric generalized linear models. Probab. Theory Related Fields, 111, 167-214.
    • (1998) Probab. Theory Related Fields , vol.111 , pp. 167-214
    • Grama, I.1    Nussbaum, M.2
  • 10
    • 0032263667 scopus 로고    scopus 로고
    • Diffusion approximation for nonparametric autoregression
    • Milstein, G. and Nussbaum, M. (1998) Diffusion approximation for nonparametric autoregression. Probab. Theory Related Fields, 112, 535-543.
    • (1998) Probab. Theory Related Fields , vol.112 , pp. 535-543
    • Milstein, G.1    Nussbaum, M.2
  • 11
    • 0030328670 scopus 로고    scopus 로고
    • Asymptotic equivalence of density estimation and white noise
    • Nussbaum, M. (1996) Asymptotic equivalence of density estimation and white noise. Ann. Statist., 24, 2399-2430.
    • (1996) Ann. Statist. , vol.24 , pp. 2399-2430
    • Nussbaum, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.