scientific article; zbMATH DE number 3996937

zbMATH Open0615.62110MaRDI QIDQ4723091FDOQ4723091

V. Genon-Catalot

Publication date: 1987

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zbMATH Keywords

minimum contrast estimatorsdiffusion processesfirst hitting timeslimit theoremsconcentric spheres

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Cited In (5)

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• An asymptotic sufficiency property of observations related to the first hitting times of a diffusion
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