Adaptive estimation for degenerate diffusion processes
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Publication:2044342
DOI10.1214/20-EJS1777zbMath1471.62374arXiv2002.10164MaRDI QIDQ2044342
Arnaud Gloter, Nakahiro Yoshida
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.10164
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Diffusion processes (60J60)
Related Items (5)
One-step closed-form estimator for generalized linear model with categorical explanatory variables ⋮ Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions ⋮ Fast and asymptotically efficient estimation in the Hawkes processes ⋮ Parameter estimation for ergodic linear SDEs from partial and discrete observations ⋮ Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
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