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Information geometry of small diffusions

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  • Tomonari Sei
  • Fumiyasu Komaki

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  • Tomonari Sei & Fumiyasu Komaki, 2008. "Information geometry of small diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 11(2), pages 123-141, June.
    • Handle: RePEc:spr:sistpr:v:11:y:2008:i:2:p:123-141
    DOI: 10.1007/s11203-007-9011-2
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    References listed on IDEAS

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    1. Yoshida, Nakahiro, 1996. "Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 1-36, April.
    2. Taniguchi, M. & Watanabe, Y., 1994. "Statistical Analysis of Curved Probability Densities," Journal of Multivariate Analysis, Elsevier, vol. 48(2), pages 228-248, February.
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