Information geometry of small diffusions

Tomonari Sei () and Fumiyasu Komaki ()

Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 2, 123-141

Keywords: Curved exponential family; Information geometry; Second-order asymptotic efficiency; Small diffusion models; 53B99; 60J60 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11203-007-9011-2

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