Shémas de discrétisation anticipatifs et estimation d'une diffusion

DOI10.1016/S0764-4442(99)80040-8zbMath0923.62088MaRDI QIDQ4235419

Sandie Souchet

Publication date: 31 October 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized method of momentsestimation of drift parameterstrapezoidal schemeergodic stochastic differential equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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