Parameter estimation for a class of diffusion process from discrete observation

zbMATH Open1400.62051MaRDI QIDQ4584253FDOQ4584253

Authors: Chao Wei 

Publication date: 29 August 2018

Full work available at URL: http://ijpam.uniud.it/online_issue/201839/49-Chao%20Wei.pdf

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zbMATH Keywords

asymptotic normalityparameter estimationstrong consistencydiffusion processdiscrete observation

Mathematics Subject Classification ID

Point estimation (62F10) Diffusion processes (60J60)

Cited In (9)

• Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
• On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
• APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
• Estimation of parameters for diffusion processes with jumps from discrete observations
• Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
• Parametric estimation for partially hidden diffusion processes sampled at discrete times
• Title not available (Why is that?)
• Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent
• Title not available (Why is that?)

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