Hybrid estimators for small diffusion processes based on reduced data
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Publication:1785794
DOI10.1007/s00184-018-0657-0zbMath1401.62034OpenAlexW2799324425MaRDI QIDQ1785794
Publication date: 1 October 2018
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-018-0657-0
diffusion processdiscrete time observationsconvergence of momentsBayes type estimatormaximum likelihood type estimatorsmall dispersion parameters
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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Cites Work
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