Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
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Publication:1904971
DOI10.2307/3318480zbMath0839.62079OpenAlexW4239542579MaRDI QIDQ1904971
Publication date: 19 June 1996
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1193667818
consistencyasymptotic normalitydiffusion processdiscrete observationsapproximate likelihoodapproximate inferenceOrnstein-UhlenbeckEuler-Maruyamaapproximate transition density
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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