On the approximate maximum likelihood estimation for diffusion processes
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Publication:449968
DOI10.1214/11-AOS922zbMath1246.62181arXiv1203.2004MaRDI QIDQ449968
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2004
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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