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Volumn 5, Issue , 2001, Pages 243-260

Diffusions with measurement errors. II. Local asymptotic normality

Author keywords

Lan property; Measurement errors; Statistics of diffusions

Indexed keywords


EID: 84996134132     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2001111     Document Type: Article
Times cited : (73)

References (7)
  • 1
    • 0023310925 scopus 로고
    • On estimating the diffusion coefficient
    • G. Dohnal, On estimating the diffusion coefficient. J. Appl. Probab. 24 (1987) 105-114.
    • (1987) J. Appl. Probab. , vol.24 , pp. 105-114
    • Dohnal, G.1
  • 2
    • 0000529797 scopus 로고
    • On the estimation of the diffusion coefficient for multidimensional diffusion processes
    • V. Genon-Catalot and J. Jacod, On the estimation of the diffusion coefficient for multidimensional diffusion processes. Ann. Inst. H. Poincaré Probab. Statist. 29 (1993) 119-153.
    • (1993) Ann. Inst. H. Poincaré Probab. Statist. , vol.29 , pp. 119-153
    • Genon-Catalot, V.1    Jacod, J.2
  • 5
    • 0010061723 scopus 로고    scopus 로고
    • On continuous conditional Gaussian martingales and stable convergence in law, Séminaire Proba
    • XXXI. SpringerVerlag, Berlin
    • J. Jacod, On continuous conditional Gaussian martingales and stable convergence in law, Séminaire Proba. XXXI. SpringerVerlag, Berlin, Lecture Notes in Math. 1655 (1997) 232-246.
    • (1997) Lecture Notes in Math , vol.1655 , pp. 232-246
    • Jacod, J.1
  • 7
    • 0000951165 scopus 로고
    • On stable sequences of events
    • A. Renyi, On stable sequences of events. Sankya Ser. A 25 (1963) 293-302.
    • (1963) Sankya Ser. A , vol.25 , pp. 293-302
    • Renyi, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.