Parameter estimation by contrast minimization for noisy observations of a diffusion process
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Cited in
(25)- Adaptive test for ergodic diffusions plus noise
- Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
- scientific article; zbMATH DE number 4176275 (Why is no real title available?)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data
- A two-step estimation of diffusion processes using noisy observations
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise
- A contrast estimator for completely or partially observed hypoelliptic diffusion
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- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
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- scientific article; zbMATH DE number 4070099 (Why is no real title available?)
- Contrast function estimation for the drift parameter of ergodic jump diffusion process
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
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- Evaluation of unknown parameter in systems with weak signal at internal and external diffusion slashing
- Jump-robust volatility estimation using dynamic dual-domain integration method
- scientific article; zbMATH DE number 810984 (Why is no real title available?)
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