The nonparametric LAN expansion for discretely observed diffusions

6 February 2018

Papers citing "The nonparametric LAN expansion for discretely observed diffusions"

2 / 2 papers shown

Title
Consistent inference for diffusions from low frequency measurements Richard Nickl 33 5 0 24 Oct 2022
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements M. Hoffmann Axel Munk Johannes Schmidt-Hieber 80 21 0 27 Jul 2010