Abstract
We establish that the model generated by the observation of the path of a one-dimensional null recurrent diffusion, when the parameter is the compactly supported drift, is asymptotically equivalent to a mixed Gaussian white noise experiment as the observation time T → ∞. The approximation is given in the sense of Le Cam's deficiency ͉-distance over Sobolev balls of smoothness order β > ½.
Citation
Sylvain Delattre. Marc Hoffmann. "Asymptotic equivalence for a null recurrent diffusion." Bernoulli 8 (2) 139 - 174, April 2002.
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