Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/5489| Title: | Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations |
| Authors: | Mishra, M N Rao, B L S P |
| Keywords: | Stochastic differential equation Diffusion process Local asymptotic normality Approximate bayes estimator |
| Issue Date: | 2001 |
| Citation: | Statistics and Decisions, v 19, p 121-136 |
| URI: | http://hdl.handle.net/10263/5489 |
| Appears in Collections: | Physics and Applied Mathematics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| AMSINS-SD-V19-P121-136.pdf | 2.24 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.