Parameter estimation by contrast minimization for noisy observations of a diffusion process
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Publication:2934864
DOI10.1080/02331888.2013.828058zbMATH Open1304.62110OpenAlexW2023991535MaRDI QIDQ2934864FDOQ2934864
Publication date: 22 December 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2013.828058
hidden Markov modelsdiffusion processcontrast functiondiscrete time noisy observationsparametric inference
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Cited In (15)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
- Estimating functions for noisy observations of ergodic diffusions
- Adaptive test for ergodic diffusions plus noise
- A contrast estimator for completely or partially observed hypoelliptic diffusion
- Minimum Contrast Estimation for Fractional Diffusions
- Parameter identification for a stochastic logistic growth model with extinction
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data
- Title not available (Why is that?)
- A two-step estimation of diffusion processes using noisy observations
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
- Jump-robust volatility estimation using dynamic dual-domain integration method
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
- Title not available (Why is that?)
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