Non-adaptive estimation for degenerate diffusion processes

DOI10.1090/TPMS/1207MaRDI QIDQ6545141zbMATH OpenFDO

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

• scientific article; zbMATH DE number 4126526 (Why is no real title available?)
• A contrast estimator for completely or partially observed hypoelliptic diffusion
• Adaptive estimation for degenerate diffusion processes
• Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
• Adaptive estimation of an ergodic diffusion process based on sampled data
• Estimation for diffusion processes from discrete observation
• Estimation of an Ergodic Diffusion from Discrete Observations
• Hypoelliptic diffusions: filtering and inference from complete and partial observations
• Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
• Parameter Estimation for a Discretely Observed Integrated Diffusion Process
• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

Cited in

(1)

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

This page was built for publication: Non-adaptive estimation for degenerate diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6545141)