Approximate martingale estimating functions for stochastic differential equations with small noises
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Publication:947158
DOI10.1016/j.spa.2007.10.008zbMath1145.62065MaRDI QIDQ947158
Publication date: 29 September 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.10.008
eigenfunctions; asymptotic efficiency; discrete time observations; diffusion processes with small dispersion parameters
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
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