Timing observations of diffusions

DOI10.1007/s11222-019-09883-zzbMath1436.62577arXiv1709.00771OpenAlexW2964566461MaRDI QIDQ2302499

Aurya Javeed, Giles Hooker

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00771

zbMATH Keywords

diffusionparameter estimationinformationdynamic programSDEexpected Fisher information

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Population dynamics (general) (92D25) Diffusion processes (60J60) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• S-PLUS
• VPLAN
• MEMSS

Cites Work

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