A note on statistical inference for a class of diffusions and approximate diffusions

DOI10.1016/0304-4149(85)90043-2zbMath0555.62065OpenAlexW2030251745MaRDI QIDQ760738

Anders Rygh Swensen

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90043-2

zbMATH Keywords

diffusion approximationscontinuous state branching processapproximate Wright-Fisher modelconvergence of experiments

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Sufficiency and information (62B99)

Related Items (1)

Asymptotic inference for semimartingale models with singular parameter points

Cites Work

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• Asymptotic optimal inference for non-ergodic models
• A note on asymptotic inference in a class of non-stationary processes
• Asymptotic inference for stochastic processes
• Diffusion approximation of non-Markovian processes
• Dependent central limit theorems and invariance principles
• Inference for the diffusion branching process
• On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
• Convergence of critical Galton-Watson branching processes

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