A new estimating function for discretely sampled diffusions (Q5430546): Difference between revisions

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-Jaya P. N. Bishwal
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+Jaya P. N. Bishwal
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+MaRDI publication profile
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
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+Estimators of diffusions with randomly spaced discrete observations: a general theory
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+Martingale estimation functions for discretely observed diffusion processes
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+Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
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+Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
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+Estimation of Diffusion Processes by Simulated Moment Methods
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+Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Maximnm contrast estimation for diffusion processes from discrete observations
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+The consistency of a nonlinear least squares estimator from diffusion processes
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Approximate maximum likelihood estimation for diffusion processes from discrete observations
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+A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
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+Estimation for diffusion processes from discrete observation
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+Malliavin calculus and asymptotic expansion for martingales
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