scientific article; zbMATH DE number 810984

zbMath0831.62059MaRDI QIDQ4852336

Mathieu Kessler

Publication date: 13 February 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotically efficient estimatorsdiscretized diffusioncorrected contrasts

Mathematics Subject Classification ID

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

Related Items (17)

Parametric estimation for a parabolic linear SPDE model based on discrete observations ⋮ Quasi-likelihood analysis and its applications ⋮ Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations ⋮ Hybrid estimators for stochastic differential equations from reduced data ⋮ Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations ⋮ Adaptive inference for small diffusion processes based on sampled data ⋮ Unnamed Item ⋮ Adaptive estimation of an ergodic diffusion process based on sampled data ⋮ AIC type statistics for discretely observed ergodic diffusion processes ⋮ Adaptive test statistics for ergodic diffusion processes sampled at discrete times ⋮ Hybrid estimation for ergodic diffusion processes based on noisy discrete observations ⋮ Hybrid estimators for small diffusion processes based on reduced data ⋮ Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise ⋮ Adaptive testing method for ergodic diffusion processes based on high frequency data ⋮ Empirical \(L^2\)-distance test statistics for ergodic diffusions ⋮ Adaptive test for ergodic diffusions plus noise ⋮ Hybrid multi-step estimators for stochastic differential equations based on sampled data

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