On the multi-step MLE-process for ergodic diffusion

DOI10.1016/j.spa.2016.10.007zbMath1422.62274arXiv1504.01869OpenAlexW2963379197MaRDI QIDQ2359720

Yury A. Kutoyants

Publication date: 22 June 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.01869

zbMATH Keywords

parameter estimationergodic diffusion processone-step and two-step MLE-processes

Mathematics Subject Classification ID

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

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