A note on statistical inference for a class of diffusions and approximate diffusions

Anders Rygh Swensen

Stochastic Processes and their Applications, 1985, vol. 19, issue 1, 111-123

Abstract: Some optimal inference results for a class of diffusion processes, including the continuous state branching process and the approximate Wright-Fisher model with selection, are derived. It is then showed how the theory of convergence of experiments, due to Le Cam, can be applied to derive corresponding results for processes approximating these diffusions.

Keywords: Inference; for; diffusion; Convergence; of; experiments; Diffusion; approximations (search for similar items in EconPapers)
Date: 1985
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