Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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