Estimating functions for diffusion-type processes
Author:
Publisher
Chapman and Hall/CRC
Reference135 articles.
1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
2. Closed-form likelihood expansions for multivariate diffusions
3. The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
4. Estimators of diffusions with randomly spaced discrete observations: A general theory
5. An analysis of Hansen–Scheinkman moment estimators for discretely and randomly sampled diffusions
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3. Hypoelliptic diffusions: filtering and inference from complete and partial observations;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2018-12-21
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5. Langevin diffusions on the torus: estimation and applications;Statistics and Computing;2017-11-21
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