Estimation of Diffusion Processes by Simulated Moment Methods

DOI10.1111/1467-9469.00069zbMath0888.62085OpenAlexW1985485767MaRDI QIDQ4367881

Emmanuelle Clément

Publication date: 8 June 1998

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00069

zbMATH Keywords

diffusion processEuler schemediscretization schemesimulated moment methods

Mathematics Subject Classification ID

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

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