On time-reversibility and estimating functions for Markov processes

DOI10.1023/B:SISP.0000049125.31288.fazbMath1062.62158WikidataQ57718451 ScholiaQ57718451MaRDI QIDQ1779001

Mathieu Kessler, Michael Sørensen

Publication date: 20 June 2005

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

zbMATH Keywords

semiparametric modelsPoisson equationdiffusion processesquasi-likelihoodmartingale estimating functionsdiscretely sampled continuous time Markov models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Related Items (1)

Efficient estimators for functionals of Markov chains with parametric marginals.

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