A contrast estimator for completely or partially observed hypoelliptic diffusion
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Publication:432498
DOI10.1016/j.spa.2012.04.006zbMath1242.62092OpenAlexW1974204066MaRDI QIDQ432498
Michèle Thieullen, Adeline Samson
Publication date: 4 July 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.04.006
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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