Sample Partitioning Estimation for Ergodic Diffusions
DOI10.1080/03610918.2013.765471zbMath1320.60137MaRDI QIDQ5252811
Luís Pedro Ramos, Pedro Mota, João Tiago Mexia
Publication date: 3 June 2015
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.765471
consistency; transition density; ergodic diffusions; maximum likelihood estimators; method of moments; martingale estimating functions; invariant densities
62F12: Asymptotic properties of parametric estimators
62F10: Point estimation
60G10: Stationary stochastic processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
Cites Work