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Asymptotic equivalence of nonparametric diffusion and Euler scheme
  experiments

Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments

23 June 2014
V. Genon‐Catalot
Catherine Larédo
ArXiv (abs)PDFHTML

Papers citing "Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments"

2 / 2 papers shown
Title
Parametric estimation of stochastic differential equations via online
  gradient descent
Parametric estimation of stochastic differential equations via online gradient descent
Shogo H. Nakakita
66
2
0
17 Oct 2022
Le cam theory on the comparison of statistical models
Le cam theory on the comparison of statistical models
Ester Mariucci
72
20
0
11 May 2016
1