Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11203-020-09225-1.pdf
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4. Dzhaparidze K, Valkeila E (1990) On the Hellinger type distances for filtered experiments. Probab Theory Relat Fields 85:105–117
5. Florens-Zmirou D (1989) Approximate discrete-time schemes for statistics of diffusion processes. Statistics 20(4):547–557
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