Statistics on crossings of discretized diffusions and local time
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Publication:1180181
DOI10.1016/0304-4149(91)90038-EzbMath0741.60074MaRDI QIDQ1180181
Publication date: 27 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
60J55: Local time and additive functionals
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Cites Work
- Surfaces aléatoires. Mesure géométrique des ensembles de niveau
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- Statistiques de diffusions et temps local. (Statistics of diffusions and local times)
- Level crossings of a stochastic process with absolutely continuous sample paths
- Estimation of the coefficients of a diffusion from discrete observations
- On the average number of real roots of a random algebraic equation
- Mathematical Analysis of Random Noise
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