Asymptotic Expansion of M ‐Estimator Over Wiener Space
| Year of publication: |
1998
|
|---|---|
| Authors: | Sakamoto, Yuji ; Yoshida, Nakahiro |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 1, p. 85-103
|
| Publisher: |
Springer |
| Subject: | asymptotic expansion | M‐estimator | Malliavin calculus | diffusion process | martingale |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616057