Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

DOI10.1007/s11203-016-9142-4MaRDI QIDQ2412763

Emmanuel Gobet, Gustaw Matulewicz

Publication date: 27 October 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-016-9142-4

zbMATH Keywords

incomplete information; asymptotic properties of estimators; stochastic graph process; inference for stochastic process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

05C80: Random graphs (graph-theoretic aspects)

62M99: Inference from stochastic processes

60J60: Diffusion processes

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