scientific article; zbMATH DE number 3982342

zbMATH Open0607.62100MaRDI QIDQ3746728FDOQ3746728

Authors: V. Genon-Catalot, Catherine Larédo 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic propertieshitting timerecord processnon parametric drift estimationpartially observed transient diffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (2)

• Non-parametric estimation for partially observed transient diffusion processes
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