A note on statistical inference for a class of diffusions and approximate diffusions

DOI10.1016/0304-4149(85)90043-2MaRDI QIDQ760738zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

diffusion approximationscontinuous state branching processapproximate Wright-Fisher modelconvergence of experiments

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Sufficiency and information (62B99)

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

Cites work

• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 3718270 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3540259 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3378332 (Why is no real title available?)
• A note on asymptotic inference in a class of non-stationary processes
• Asymptotic inference for stochastic processes
• Asymptotic optimal inference for non-ergodic models
• Convergence of critical Galton-Watson branching processes
• Dependent central limit theorems and invariance principles
• Diffusion approximation of non-Markovian processes
• Inference for the diffusion branching process
• On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes

Cited in

(5)

• scientific article; zbMATH DE number 192974 (Why is no real title available?)
• Asymptotic inference for semimartingale models with singular parameter points
• On a problem of statistical inference in null recurrent diffusions
• scientific article; zbMATH DE number 3978112 (Why is no real title available?)
• Inférence statistique dans les processus stochastiques: Aperçu historique

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)