Approximate discrete-time schemes for statistics of diffusion processes
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Publication:3484224
DOI10.1080/02331888908802205zbMath0704.62072OpenAlexW2050617311MaRDI QIDQ3484224
Publication date: 1989
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888908802205
consistencyasymptotic normalityWiener processdiscrete observationsdiffusion processeslikelihood functioncontrast functionfirst-order approximationcontrast estimatorsconstant sampling interval
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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