Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion
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Publication:3084959
DOI10.7151/dmps.1124zbMath1208.62130MaRDI QIDQ3084959
Publication date: 25 March 2011
Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7151/dmps.1124
62M05: Markov processes: estimation; hidden Markov models