Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations

Mishra, M NRao, B L S P2013-06-202013-06-202001Statistics and Decisions, v 19, p 121-136http://hdl.handle.net/10263/5489enStochastic differential equationDiffusion processLocal asymptotic normalityApproximate bayes estimatorAsymptotic minimax estimation in nonlinear stochastic differential equations from discrete observationsArticle