Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion

DOI10.7151/DMPS.1124zbMath1208.62130OpenAlexW2323345490MaRDI QIDQ3084959

Luís Pedro Ramos

Publication date: 25 March 2011

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmps.1124

zbMATH Keywords

maximum likelihood estimatorsmartingale estimating functionstransition and invariant densities

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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