scientific article; zbMATH DE number 2069491
zbMATH Open1042.62076arXivmath/0305273MaRDI QIDQ4463427FDOQ4463427
Authors: Jaime A. Londoño 
Publication date: 27 May 2004
Full work available at URL: https://arxiv.org/abs/math/0305273
Title of this publication is not available (Why is that?)
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asymptotic normalityinterest rate modelsdiffusionsstochastic algorithmsdiscrete time samplingcontinuous time Markov processes
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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- Parameters estimation using the first passage times method in a jump-diffusion model
- Generators of Feller semigroups with coefficients depending on parameters and optimal estimators
- The least squares estimate of unknown parameters in recurrent procedures describing financial flows in a bank
- Estimators for exit distributions of diffusion processes
- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
- A pathwise inference method for the parameters of diffusion terms
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