Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
DOI10.1007/s11203-019-09203-2zbMath1437.62099arXiv1812.07497OpenAlexW2966272707WikidataQ125289584 ScholiaQ125289584MaRDI QIDQ1984651
Masayuki Uchida, Shogo H. Nakakita, Yusuke Kaino
Publication date: 7 April 2020
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.07497
ergodic diffusion processconvergence of momentsreduced dataBayes-type estimatorquasi maximum likelihood estimatormulti-step estimator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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