Parameter inference for hypo-elliptic diffusions under a weak design condition

DOI10.1214/25-EJS2365MaRDI QIDQ6979889zbMATH OpenFDO

Authors Yuga Iguchi, Alexandros Beskos

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/Parameter-inference-for-hypo-elliptic-diffusions-under-a-weak-design/10.1214/25-EJS2365.full

zbMATH Keywords

parameter estimationstochastic differential equationhypo-elliptic diffusiondesign condition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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