Information geometry of small diffusions
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Volume (Year): 11 (2008)
Issue (Month): 2 (June)
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References listed on IDEAS
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- Taniguchi, M. & Watanabe, Y., 1994. "Statistical Analysis of Curved Probability Densities," Journal of Multivariate Analysis, Elsevier, vol. 48(2), pages 228-248, February.
- 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.
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