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Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise

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  • Christophe Aubry

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  • Christophe Aubry, 1999. "Asymptotic Normality of the Minimum Non-Hilbertian Distance Estimators for a Diffusion Process with Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 2(2), pages 175-194, May.
    • Handle: RePEc:spr:sistpr:v:2:y:1999:i:2:p:175-194
    DOI: 10.1023/A:1009999627569
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    References listed on IDEAS

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    1. D. Pollard, 1980. "The minimum distance method of testing," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 43-70, December.
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