A note on statistical inference for a class of diffusions and approximate diffusions
DOI10.1016/0304-4149(85)90043-2zbMATH Open0555.62065OpenAlexW2030251745MaRDI QIDQ760738FDOQ760738
Authors: Anders Rygh Swensen 
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
Recommendations
- scientific article; zbMATH DE number 4044977
- Inference for Diffusion Processes
- Asymptotic statistical equivalence for scalar ergodic diffusions
- Diffusion approximation of statistical experiments with persistent non-linear regression and equilibrium
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
diffusion approximationscontinuous state branching processapproximate Wright-Fisher modelconvergence of experiments
Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Sufficiency and information (62B99)
Cites Work
- Title not available (Why is that?)
- Dependent central limit theorems and invariance principles
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic optimal inference for non-ergodic models
- Convergence of critical Galton-Watson branching processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Diffusion approximation of non-Markovian processes
- Asymptotic inference for stochastic processes
- Inference for the diffusion branching process
- A note on asymptotic inference in a class of non-stationary processes
- Title not available (Why is that?)
- On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
Cited In (5)
This page was built for publication: A note on statistical inference for a class of diffusions and approximate diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760738)
