Publication:3802454
From MaRDI portal
zbMath0655.62088MaRDI QIDQ3802454
Valentine Genon-Catalot, Catherine Larédo
Publication date: 1987
diffusion process; Skorokhod topology; maximum likelihood estimator; contrast function; consistent; minimum contrast estimator; drift parameter estimation; asymptotically normal; stochastic Taylor's formula; hitting times process
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
62M05: Markov processes: estimation; hidden Markov models
Related Items
Goodness of fit test for ergodic diffusions by tick time sample scheme, An asymptotic sufficiency property of observations related to the first hitting times of a diffusion, Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift, Non-parametric estimation for partially observed transient diffusion processes