Statistiques de diffusions et temps local. (Statistics of diffusions and local times)

zbMath0636.62084MaRDI QIDQ1098207

D. Florens-Zmirou

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_1_99_0

zbMATH Keywords

consistencyasymptotic normalitylocal timeLévy measurequasi- likelihoodzero crossing times after excursions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items (3)

Local asymptotic quadraticity of stochastic process models based on stopping times ⋮ Statistics on crossings of discretized diffusions and local time ⋮ Large deviation probabilities in estimation of Poisson random measures

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