Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
type: Item
instance of: scholarly article
title: Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
author: Salima El Kolei
author: Fabien Navarro
published in: Statistical Inference for Stochastic Processes
publication date: 2022-06-01T00:00:00Z
Mathematics Subject Classification ID: 62Mxx
zbMATH DE Number: 7535464
zbMATH Keywords: M-estimator
zbMATH Keywords: deconvolution
zbMATH Keywords: least square method
zbMATH Keywords: parametric approach
zbMATH Keywords: diffusion processes
zbMATH Keywords: Hermite expansion
MaRDI profile type: MaRDI publication profile
full work available at URL: s11203-021-09256-2
OpenAlex ID: W3203295954
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DOI: 10.1007/S11203-021-09256-2
description: scientific article; zbMATH DE number 7535464