Parametric inference for diffusion processes observed at discrete points in time: a survey

DOI10.1111/j.1751-5823.2004.tb00241.xMaRDI QIDQ6657951

Helle Sørensen

Publication date: 7 January 2025

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

Bayesian analysislikelihood approximationsdiffusion processesdiscrete-time observationsindirect inferenceestimating functionsefficient method of moments (EMM)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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