Parametric inference for discretely observed subordinate diffusions

DOI10.1007/s11203-017-9165-5zbMath1419.62210arXiv1706.05486OpenAlexW2964096080MaRDI QIDQ2417988

Lingfei Li, Wei-Wei Guo

Publication date: 31 May 2019

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

Full work available at URL: https://arxiv.org/abs/1706.05486

zbMATH Keywords

eigenfunctionsdiffusionstime changeestimating functionssubordinate diffusions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Estimation in survival analysis and censored data (62N02)

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