Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid
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Publication:5043793
DOI10.1111/SJOS.12556zbMath1496.62143OpenAlexW3198917765MaRDI QIDQ5043793
Andrew T. A. Wood, Simon P. Preston, P. J. Paine, Kevin W. Lu
Publication date: 6 October 2022
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12556
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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