Empirical likelihood based inference for second-order diffusion models

DOI10.1360/012011-251zbMath1488.62134OpenAlexW2315112556MaRDI QIDQ5017776

Yunyan Wang, Zhang, Lixin, Han Chao Wang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012011-251

zbMATH Keywords

stochastic differential equationempirical likelihoodsecond-order diffusion process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60)

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