Berry–Esseen inequalities for discretely observed diffusions
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DOI: 10.1515/MCMA.2009.013
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References listed on IDEAS
- Kasonga, R. A., 1988. "The consistency of a non-linear least squares estimator from diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 263-275, December.
- Shoji, Isao, 1997. "A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 153-159, December.
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Keywords
Itô stochastic differential equation; diffusion process; discrete observations; moderately increasing experimental design; approximate maximum likelihood estimators; conditional least squares estimator;All these keywords.
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