Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

This publication has 22 references indexed in Scilit:

• Closed-form likelihood expansions for multivariate diffusions
  The Annals of Statistics, 2008
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression
  The Annals of Statistics, 2006
• Asymptotic statistical equivalence for scalar ergodic diffusions
  Probability Theory and Related Fields, 2005
• Weighted uniform consistency of kernel density estimators
  The Annals of Probability, 2004
• Comparison theorem and estimates for transition probability densities of diffusion processes
  Probability Theory and Related Fields, 2003
• Asymptotic equivalence theory for nonparametric regression with random design
  The Annals of Statistics, 2002
• Nonparametric Curve Estimation: Methods, Theory and Applications
  Journal of the American Statistical Association, 2000
• The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation
  Bernoulli, 1999
• Asymptotic nonequivalence of nonparametric experiments when the smoothness index is ½
  The Annals of Statistics, 1998
• Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions
  The Annals of Probability, 1978