scientific article; zbMATH DE number 810984

MaRDI QIDQ4852336zbMATH OpenFDO

Authors Mathieu Kessler

Publication date 13 February 1996

zbMATH Keywords

asymptotically efficient estimatorscorrected contrastsdiscretized diffusion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Parameter estimation by contrast minimization for noisy observations of a diffusion process
• Estimation of an Ergodic Diffusion from Discrete Observations
• Parameter Estimation for a Discretely Observed Integrated Diffusion Process
• Estimation of the coefficients of a diffusion from discrete observations
• Estimation for misspecified ergodic diffusion processes from discrete observations

Cited in

(18)

• Hybrid estimators for stochastic differential equations from reduced data
• Hybrid estimators for small diffusion processes based on reduced data
• Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
• Adaptive testing method for ergodic diffusion processes based on high frequency data
• Quasi-likelihood analysis and its applications
• Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
• Empirical \(L^2\)-distance test statistics for ergodic diffusions
• Adaptive test for ergodic diffusions plus noise
• Hybrid multi-step estimators for stochastic differential equations based on sampled data
• Adaptive test statistics for ergodic diffusion processes sampled at discrete times
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
• A contrast estimator for completely or partially observed hypoelliptic diffusion
• Adaptive estimation of an ergodic diffusion process based on sampled data
• AIC type statistics for discretely observed ergodic diffusion processes
• scientific article; zbMATH DE number 7660132 (Why is no real title available?)
• Adaptive inference for small diffusion processes based on sampled data
• Parametric estimation for a parabolic linear SPDE model based on discrete observations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4852336)