Non-adaptive estimation for degenerate diffusion processes

DOI10.1090/TPMS/1207MaRDI QIDQ6545141FDOQ6545141

Authors: Arnaud Gloter, Nakahiro Yoshida 

Publication date: 29 May 2024

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

quasi-maximum likelihood estimatordegenerate diffusion

Mathematics Subject Classification ID

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

Cites Work

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• Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
• Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations

Cited In (1)

• Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions

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