Parametric estimation for partially hidden diffusion processes sampled at discrete times
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Publication:1016630
DOI10.1016/J.SPA.2008.08.004zbMath1161.62049arXivmath/0611781OpenAlexW3123246144MaRDI QIDQ1016630
Masayuki Uchida, Nakahiro Yoshida, Stefano Maria Iacus
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611781
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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