Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651)

This is an article where you can read about multistep-methods. The \(d\)-dimensional ergodic diffusion process defined by the stochastic differential equation with noisy sampled data is considered. The authors define the initial and multi-step estimators and set the main theorem for the polynomial-type large deviation inequalities, moment estimates of the Bayes-type estimators and convergences of moments. A concrete example and simulation results are given.