Non-adaptive estimation for degenerate diffusion processes

DOI10.1090/tpms/1207MaRDI QIDQ6545141

Arnaud Gloter, Nakahiro Yoshida

Publication date: 29 May 2024

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

degenerate diffusionquasi-maximum likelihood estimator

Mathematics Subject Classification ID

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

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