Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

DOI10.1007/s11203-016-9142-4OpenAlexW2472378004MaRDI QIDQ2412763

Gustaw Matulewicz, Emmanuel Gobet

Publication date: 27 October 2017

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

Full work available at URL: https://doi.org/10.1007/s11203-016-9142-4

zbMATH Keywords

incomplete informationasymptotic properties of estimatorsstochastic graph processinference for stochastic process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random graphs (graph-theoretic aspects) (05C80) Inference from stochastic processes (62M99) Diffusion processes (60J60)

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