Parameter estimation for diffusion process from perturbed discrete observations

DOI10.1080/03610918.2020.1871014OpenAlexW3119414673MaRDI QIDQ6116461

Unnamed Author, Dang Duc Trong

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1871014

zbMATH Keywords

asymptotic normalitydeconvolutionestimatorstrongly mixing processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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