Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations

dc.contributor.author	Mishra, M N
dc.contributor.author	Rao, B L S P
dc.date.accessioned	2013-06-20T12:39:57Z
dc.date.available	2013-06-20T12:39:57Z
dc.date.issued	2001
dc.identifier.citation	Statistics and Decisions, v 19, p 121-136	en_US
dc.identifier.uri	http://hdl.handle.net/10263/5489
dc.language.iso	en	en_US
dc.subject	Stochastic differential equation	en_US
dc.subject	Diffusion process	en_US
dc.subject	Local asymptotic normality	en_US
dc.subject	Approximate bayes estimator	en_US
dc.title	Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations	en_US
dc.type	Article	en_US