Estimation of an Ergodic Diffusion from Discrete Observations
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Publication:4352094
DOI10.1111/1467-9469.00059zbMath0879.60058WikidataQ57718485 ScholiaQ57718485MaRDI QIDQ4352094
Publication date: 28 August 1997
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00059
62M05: Markov processes: estimation; hidden Markov models
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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