Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient-Reference-Cited by-同舟云学术

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Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

Published:2014-01 Issue:1 Volume:124 Page:51-80
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Guy Romain,Larédo Catherine,Vergu Elisabeta

Funder

Ile de France Regional Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference24 articles.

1. Stochastic Epidemic Models and their Statistical Analysis;Andersson,2000

2. Stochastic Taylor formula and Feynmann integrals;Azencott,1982

3. Differential Calculus;Cartan,1971

4. Probabilités et statistiques 2;Dacunha-Castelle,1993

5. Mathematical Epidemiology of Infectious Diseases: Model Building, Analysis and Interpretation;Diekmann,2000

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