Diffusions with measurement errors. II. Optimal estimators
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Publication:4534852
DOI10.1051/ps:2001111zbMath1009.60065OpenAlexW1969269132MaRDI QIDQ4534852
Publication date: 11 June 2002
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__243_0
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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