Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110): Difference between revisions

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+Martingale estimation functions for discretely observed diffusion processes
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+Parameter estimation in stochastic differential equations.
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+Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data
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+A Theory of the Term Structure of Interest Rates
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+Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
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+State estimation for a class of discrete nonlinear systems with randomly occurring uncertainties and distributed sensor delays
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+Probability-guaranteed \(H_\infty\) finite-horizon filtering for a class of nonlinear time-varying systems with sensor saturations
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+Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey
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+Quantised recursive filtering for a class of nonlinear systems with multiplicative noises and missing measurements
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Maximum-likelihood estimation for diffusion processes via closed-form density expansions
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+Distributed state estimation for uncertain Markov‐type sensor networks with mode‐dependent distributed delays
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+Reliable<i>H</i><sub>∞</sub>state estimation for 2-D discrete systems with infinite distributed delays and incomplete observations
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+Gaussian estimation of one-factor mean reversion processes
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+A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
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+An equilibrium characterization of the term structure
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+Estimation for diffusion processes from discrete observation
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