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Statistical modeling for stochastic differential equations

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zbMATH Open1300.62061MaRDI QIDQ6486985FDOQ6486985


Authors: Masayuki Uchida Edit this on Wikidata


Publication date: 18 November 2014

Published in: Journal of the Japan Statistical Society. Japanese Issue (Search for Journal in Brave)





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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)







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