Estimation of the Brownian dimension of a continuous Itô process
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Publication:1002566
DOI10.3150/07-BEJ6190zbMath1155.62059arXiv0805.2072MaRDI QIDQ1002566
Antoine Lejay, Jean Jacod, Denis Talay
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.2072
62M05: Markov processes: estimation; hidden Markov models
60J65: Brownian motion
62F05: Asymptotic properties of parametric tests
Cites Work