Estimators of diffusions with randomly spaced discrete observations: a general theory
From MaRDI portal
Publication:1766133
DOI10.1214/009053604000000427zbMath1062.62155arXivmath/0503679OpenAlexW3106197030MaRDI QIDQ1766133
Yacine Aït-Sahalia, Per Aslak Mykland
Publication date: 28 February 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503679
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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