Consistent inference for diffusions from low frequency measurements
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Publication:6550965
DOI10.1214/24-aos2357zbMATH Open1539.6007MaRDI QIDQ6550965
Publication date: 5 June 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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