scientific article; zbMATH DE number 3942847

MaRDI QIDQ3713440zbMATH OpenFDO

Authors V. Genon-Catalot, Catherine Larédo

Publication date 1986

zbMATH Keywords

contrast functionhitting timesminimum contrast estimatorpositive driftsmall known variance

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60) Markov processes: estimation; hidden Markov models (62M05)

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