Estimating equations based on eigenfunctions for a discretely observed diffusion process
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Publication:1290377
DOI10.2307/3318437zbMath0980.62074OpenAlexW1968551451WikidataQ57718480 ScholiaQ57718480MaRDI QIDQ1290377
Mathieu Kessler, Michael Sørensen
Publication date: 6 March 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1173147908
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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