Adaptive inference for small diffusion processes based on sampled data

DOI10.1007/s00184-022-00889-8arXiv2108.01397MaRDI QIDQ6169614

Masayuki Uchida, Tetsuya Kawai

Publication date: 12 July 2023

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.01397

zbMATH Keywords

stochastic differential equationasymptotic theorySIR modeladaptive testminimum contrast estimationdiscrete time observation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

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