Parameter estimation and model testing for Markov processes via conditional characteristic functions
From MaRDI portal
Publication:1940757
DOI10.3150/11-BEJ400zbMath1259.62069arXiv1302.0122MaRDI QIDQ1940757
Cindy L. Yu, Liang Peng, Song Xi Chen
Publication date: 7 March 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.0122
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
60E10: Characteristic functions; other transforms
62M02: Markov processes: hypothesis testing
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