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On asymptotic quasi-likelihood estimation

โœ Scribed by C.C. Heyde; R. Gay


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
689 KB
Volume
31
Category
Article
ISSN
0304-4149

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Asymptotic Expansions for Perturbed Syst
โœ Nakahiro Yoshida ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 928 KB

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.