scientific article; zbMATH DE number 3996937

MaRDI QIDQ4723091zbMATH OpenFDO

Authors V. Genon-Catalot

Publication date 1987

zbMATH Keywords

concentric spheresdiffusion processesfirst hitting timeslimit theoremsminimum contrast estimators

Mathematics Subject Classification ID

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

Cited in

(5)

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