Asymptotic behavior of M-estimator and related random field for diffusion process

This publication has 18 references indexed in Scilit:

• On unique ergodicity for degenerate diffusions
  Stochastics, 1987
• Mathematical Theory of Statistics
  Published by Walter de Gruyter GmbH ,1985
• Stable convergence of semimartingales
  Stochastic Processes and their Applications, 1985
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
  Probability Theory and Related Fields, 1982
• Statistical Estimation
  Published by Springer Nature ,1981
• On Mixing and Stability of Limit Theorems
  The Annals of Probability, 1978
• Statistics of Random Processes I
  Published by Springer Nature ,1977
• The weak convergence of likelihood ratio random fields and its applications
  Annals of the Institute of Statistical Mathematics, 1975
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
  Theory of Probability and Its Applications, 1973
• Stochastic Differential Equations
  Published by Springer Nature ,1972