Moment estimation for ergodic diffusion processes

Bernoulli

Volumn 13, Issue 4, 2007, Pages 933-951

  Kutoyants, Yury A ^a   Yoshida, Nakahiro ^b  

^a UNIVERSITÉ DU MAINE   (France)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

Asymptotic efficiency; Asymptotic expansions; Diffusion process; Moment estimation; Nonparametric estimation

Indexed keywords

EID: 47249094029     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ1040     Document Type: Article

References (14)

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