Title of article
Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators
Author/Authors
Yoshida، نويسنده , , Nakahiro، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
36
From page
1
To page
36
Abstract
By means of the Malliavin Calculus, we derive asymptotic expansion of the probability distributions of statistics for systems perturbed by small noises. These results are applied to the problem of the second order asymptotic efficiency of the maximum likelihood estimator.
Keywords
Maximum likelihood estimator , Malliavin Calculus , asymptotic expansion
Journal title
Journal of Multivariate Analysis
Serial Year
1996
Journal title
Journal of Multivariate Analysis
Record number
1557362
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