Parameter Estimation for a Discretely Observed Integrated Diffusion Process

DOI10.1111/j.1467-9469.2006.00465.xzbMath1126.62070OpenAlexW2053255022MaRDI QIDQ3411061

Arnaud Gloter

Publication date: 8 December 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00465.x

zbMATH Keywords

asymptotic normalityBaxter theoremEuler contrast function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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