Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift

DOI10.1080/17442508.2024.2320397zbMath1539.62255MaRDI QIDQ6550288

Yanyan Hu, Min Zhu, Fu-bao Xi

Publication date: 5 June 2024

Published in: Stochastics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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