Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations

DOI10.1007/s11203-014-9095-4zbMath1333.62200OpenAlexW2040562319MaRDI QIDQ398577

Nakahiro Yoshida, Masayuki Uchida

Publication date: 15 August 2014

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

Full work available at URL: https://doi.org/10.1007/s11203-014-9095-4

zbMATH Keywords

stochastic differential equationdiscrete time observationsconvergence of momentsBayes type estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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