Author:
Dalalyan Arnak,Reiß Markus
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference25 articles.
1. Aït-Sahalia, Y.: Closed-form likelihood expansions for multivariate diffusions. Preprint (2004), available under http://www.princeton.edu/~yacine/research.htm .
2. Bandi, F. M., Moloche, G.: On the functional estimation of multivariate diffusion processes. Preprint (2001), available under http://gsbwww.uchicago.edu/fac/federico.bandi/research .
3. Bhattacharya, R. N.: Criteria for recurrence and existence of invariant measures for multidimensional diffusions. Ann. Probab. 6 (4), 541–553 (1978)
4. Brown, L. D., Cai, T. T., Low, M. G. and Zhang, C.-H.: Asymptotic equivalence theory for nonparametric regression with random design. Dedicated to the memory of Lucien Le Cam. Ann. Statist. 30 (3), 688–707 (2002)
5. Brown, L. D., Low, M. G.: Asymptotic equivalence of nonparametric regression and white noise. Ann. Stat. 24 (6), 2384–2398 (1996)
Cited by
36 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献