Parametric inference for stochastic differential equations: a smooth and match approach

zbMath1277.62195arXiv1111.1120MaRDI QIDQ2863818

Peter Spreij, Shota Gugushvili

Publication date: 4 December 2013

Full work available at URL: https://arxiv.org/abs/1111.1120

zbMATH Keywords

stochastic differential equationasymptotic normalityM-estimatorsdiffusion processeskernel density estimators\(\sqrt{n}\)-consistencysmooth estimatorsmatch estimators

Mathematics Subject Classification ID

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