scientific article; zbMATH DE number 5257597

zbMath1133.62065MaRDI QIDQ5454091

Mihai Gradinaru, Ivan Nourdin

Publication date: 3 April 2008

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

zbMATH Keywords

discrete time observations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov processes: hypothesis testing (62M02)

Related Items (1)

Estimation of quadratic variation for two-parameter diffusions

This page was built for publication: