Parameter estimation for some non-recurrent solutions of SDE
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Publication:4454294
DOI10.1524/stnd.21.1.29.20321zbMath1046.62081OpenAlexW2327971970MaRDI QIDQ4454294
Hans M. Dietz, Yury A. Kutoyants
Publication date: 8 March 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.21.1.29.20321
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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