Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429): Difference between revisions

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-.1007/s10463-010-0323-4
@@ Property / DOI: 10.1007/s10463-010-0323-4 / rank @@
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+https://doi.org/10.1007/s10463-010-0323-4
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+W2038492718
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@@ Property / cites work @@
+Parameter estimation for some non-recurrent solutions of SDE
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+Maximum likelihood estimation for continuous-time stochastic processes
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+LAN property for ergodic diffusions with discrete observations
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+On a problem of statistical inference in null recurrent diffusions
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+Parametric inference for discretely observed non-ergodic diffusions
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+Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Statistical inference for ergodic diffusion processes.
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+Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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+Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
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@@ Property / DOI @@
+.1007/S10463-010-0323-4
@@ Property / DOI: 10.1007/S10463-010-0323-4 / rank @@
+Normal rank