Third-order asymptotic expansion of M-estimators for diffusion processes

SAKAMOTO Yuji; YOSHIDA Nakahiro; YOSHIDA Nakahiro

Art

J-GLOBAL ID：200902250294419843 Reference number：09A1080463

Third-order asymptotic expansion of M-estimators for diffusion processes

拡散過程のためのM推定器の三次漸近拡大

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Material：
Volume： 61 Issue： 3 Page： 629-661 Publication year： Sep. 2009
JST Material Number： W2286A ISSN： 0020-3157 Document type： Article
Article type：原著論文 Country of issue： Germany, Federal Republic of (DEU) Language： ENGLISH (EN)

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System and control theory in general , Numerical computation

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