On the approximate maximum likelihood estimation for diffusion processes
From MaRDI portal
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
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
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