ASYMPTOTIC EXPANSION FOR STATISTICS RELATED TO SMALL DIFFUSIONS

Stochastic calculus of variations and hypoelliptic operators

Paul Malliavin · 1978 · 546 citations

Engineering, Mathematics, Probability Theory +9

Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernels

Shinzo Watanabe · The Annals of Probability · 1987 · 275 citations · Full text

Engineering, Physics, Probability Theory +16

Maximnm contrast estimation for diffusion processes from discrete observations

Valentine Genon‐Catalot · Statistics · 1990 · 116 citations

Engineering, Economics, Statistics +13

Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency.

M. J. Crowder, M. Akahira, Kenji Takeuchi · Journal of the Royal Statistical Society Series A (General) · 1983 · 103 citations

Natural Sciences, Biostatistics, Statistics +13

Precise asymptotics of certain Wiener functionals

Shigeo Kusuoka, Daniel W. Stroock · Journal of Functional Analysis · 1991 · 66 citations

Engineering, German, Stochastic Processes +11