Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

DOI10.1111/j.1468-0262.2004.00553.xzbMath1142.62390OpenAlexW2142283455MaRDI QIDQ5475062

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2004.00553.x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)

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