Parametric estimation for non recurrent diffusion processes
DOI10.1016/J.SPL.2018.05.024zbMATH Open1402.62188OpenAlexW2808697419WikidataQ129725977 ScholiaQ129725977MaRDI QIDQ722665FDOQ722665
Authors: Ilham Abi-ayad, Tahar Mourid 
Publication date: 27 July 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.024
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Cites Work
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- On the asymptotic behaviour of solutions of stochastic differential equations
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Cited In (14)
- Estimation non paramétrique pour des processus dynamiques dilatants
- Title not available (Why is that?)
- Title not available (Why is that?)
- Parametric inference for discretely observed non-ergodic diffusions
- Diffusion approximation for nonparametric autoregression
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
- Parametric estimation from approximate data: non-Gaussian diffusions
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
- Parameter estimation for certain nonstationary processes driven by α-stable motions
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes
- Title not available (Why is that?)
- Empirical likelihood-based inference for nonparametric recurrent diffusions
- Parameter estimation for some non-recurrent solutions of SDE
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