Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472): Difference between revisions

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-Catherine Larédo
@@ Property / author: Catherine Larédo / rank @@
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@@ Property / author: Catherine Larédo / rank @@
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+Stochastic epidemic models and their statistical analysis
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+Maximnm contrast estimation for diffusion processes from discrete observations
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Estimation for stochastic differential equations with a small diffusion coefficient
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+Q3911791
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+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
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+Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
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+Q3330343
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+Q4522393
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+Small-diffusion asymptotics for discretely sampled stochastic differential equations
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+Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
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+Adaptive estimation of an ergodic diffusion process based on sampled data
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@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
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+Publication:2434472