Classical method of moments for partially and discretely observed ergodic models

DOI10.1023/B:SISP.0000049120.83388.89zbMATH Open1062.62160OpenAlexW1973539612MaRDI QIDQ1778998

Hiroki Masuda

Publication date: 20 June 2005

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:sisp.0000049120.83388.89

zbMATH Keywords

stochastic differential equationsergodicitymethod of momentsOrnstein-Uhlenbeck process driven by a Lévy processpartially and discretely observed models

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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