Arnak DALALYAN - Abstract
Arnak DALALYAN - Abstract![](/fr/seminaires-conferences/archives/workshop/workshop-s-a-p-s-v-6-8-janvier-2005-1/workshop-s-a-p-s-v-6-8-janvier-2005/arnak-dalalyan-abstract/_attachment/image-header.jpg)
ASYMPTOTIC STATISTICAL EQUIVALENCE FOR MULTIDIMENSIONAL ERGODIC DIFFUSIONS
Arnak DALALYAN
Univerité Pierre et Marie Curie
Paris, France
Markuss REISS
Humboldt University
Berlin, Germany
ABSTRACT
We consider the statistical model of ergodic $d$-dimensional diffusion with unknown drift $b$ assumed to be the gradient of a potential $V$. The observation is either high frequency discrete sample or a continuous record of a sample path. We show that under mild conditions this model is locally asymptotically equivalent in the sense of Le Cam's distance to a signal in Gaussian white noise model.