Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffu\-sion

DOI10.7151/DMPS.1124MaRDI QIDQ3084959zbMATH OpenOpenAlexFDO

Authors Luís Pedro Ramos

Publication date 25 March 2011

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1124

zbMATH Keywords

martingale estimating functionsmaximum likelihood estimatorstransition and invariant densities

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• Sample partitioning estimation for ergodic diffusions

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