A note on statistical inference for a class of diffusions and approximate diffusions
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Publication:760738
DOI10.1016/0304-4149(85)90043-2zbMath0555.62065MaRDI QIDQ760738
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90043-2
diffusion approximations; continuous state branching process; approximate Wright-Fisher model; convergence of experiments
62M05: Markov processes: estimation; hidden Markov models
62M02: Markov processes: hypothesis testing
62B99: Sufficiency and information
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Cites Work
- Asymptotic optimal inference for non-ergodic models
- A note on asymptotic inference in a class of non-stationary processes
- Asymptotic inference for stochastic processes
- Diffusion approximation of non-Markovian processes
- Dependent central limit theorems and invariance principles
- Inference for the diffusion branching process
- On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
- Convergence of critical Galton-Watson branching processes
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