Statistical inference for differential equations driven by rough paths

DOI10.1142/9789814313179_0057MaRDI QIDQ4919474zbMATH OpenOpenAlexFDO

Authors

Publication date 14 May 2013

Published in Progress in Analysis and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814313179_0057

zbMATH Keywords

generalized moment matchingparameter estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Cited in

(4)

• On a problem of statistical inference in null recurrent diffusions
• Terminal-dependent statistical inference for the integral form of FBSDE
• Statistical inference for partial differential equations
• Terminal-Dependent Statistical Inferences for FBSDE

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