On parameter estimation for switching diffusion process

DOI10.1016/J.SPL.2009.09.002zbMath1176.62079OpenAlexW2043279673MaRDI QIDQ1041707

Anis Gassem

Publication date: 4 December 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.002

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Goodness-of-fit test for switching diffusion

Cites Work

• On cusp estimation of ergodic diffusion process
• Statistical inference for ergodic diffusion processes.
• Delay Estimation for Some Stationary Diffusion-type Processes
• On parameter estimation for switching ergodic diffusion processes
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