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Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators · Study

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ArticleAsymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators

Nakahiro Yoshida1996

OA

Articlebronze1996

Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators

Nakahiro Yoshida

20 citations·0/0 files stored·Journal of Multivariate Analysis

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Stochastic processes and financial applications Probability and Statistical Research Statistical and numerical algorithms

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References

1984Lectures on Stochastic Differential Equations and Malliavin Calculus 1987Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernels 1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe 2006Malliavin's calculus in terms of generalized Wiener functionals 1993Asymptotic expansion of Bayes estimators for small diffusions

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Year1996

Typearticle

Published1996-04-01

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1006/jmva.1996.0019

openalex_workW2014032049

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