Estimation for diffusion processes from discrete observation
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference14 articles.
1. On unique ergodicity for degenerate diffusions;Arnold;Stochastics,1987
2. Estimation of the coefficients of a diffusion from discrete observation;Dacunha-Castelle;Stochastics,1986
3. Approximate discrete-time schemes for statistics of diffusion processes;Florens-Zmirou;Statistics,1989
4. Asymptotic behavior of statistical estimators in the smooth case;Ibragimov;Theory Probab. Appl.,1972
5. Asymptotic behavior of some statistical estimators. II. Limit theorem for the a posteriori density and Bayes estimators;Ibragimov;Theory Probab. Appl.,1973
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