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Title of Journal: Probab Theory Relat Fields

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Abbravation: Probability Theory and Related Fields

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Springer-Verlag

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10.1007/bf00008619

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1432-2064

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Asymptotic statistical equivalence for scalar ergo

Authors: Arnak Dalalyan Markus Reiß
Publish Date: 2005/05/03
Volume: 134, Issue: 2, Pages: 248-282
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Abstract

For scalar diffusion models with unknown drift function asymptotic equivalence in the sense of Le Cams deficiency between statistical experiments is considered under longtime asymptotics A local asymptotic equivalence result is established with an accompanying sequence of simple Gaussian shift experiments Corresponding globally asymptotically equivalent experiments are obtained as compound experiments The results are extended in several directions including time discretisation An explicit transformation of decision functions from the Gaussian to the diffusion experiment is constructed

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  2. On the Dirichlet problem for asymmetric zero-range process on increasing domains
  3. Propagation and conditional propagation of chaos for pressureless gas equations
  4. Wasserstein space over the Wiener space
  5. Markov processes on partitions
  6. Quasi-stationary distributions for structured birth and death processes with mutations
  7. Outliers in the spectrum of iid matrices with bounded rank perturbations
  8. Product of random projections, Jacobi ensembles and universality problems arising from free probability
  9. Poincaré type inequalities on the discrete cube and in the CAR algebra
  10. The largest eigenvalue of small rank perturbations of Hermitian random matrices
  11. Invariance principle for the random conductance model
  12. Modified logarithmic Sobolev inequalities and transportation inequalities
  13. Zero-temperature Glauber dynamics on $${\mathbb{Z}^d}$$
  14. Selector processes on classes of sets
  15. The divergence of Banach space valued random variables on Wiener space
  16. A simple proof of exponential decay of subcritical contact processes
  17. Large deviations for many Brownian bridges with symmetrised initial-terminal condition
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