Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
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DOI: 10.1007/s10463-010-0323-4
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References listed on IDEAS
- R. Höpfner & Yu. Kutoyants, 2003. "On a Problem of Statistical Inference in Null Recurrent Diffusions," Statistical Inference for Stochastic Processes, Springer, vol. 6(1), pages 25-42, January.
- Dietz Hans M. & Kutoyants Yury A., 2003. "Parameter estimation for some non-recurrent solutions of SDE," Statistics & Risk Modeling, De Gruyter, vol. 21(1), pages 29-46, January.
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Cited by:
- Abi-ayad, Ilham & Mourid, Tahar, 2018. "Parametric estimation for non recurrent diffusion processes," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 96-102.
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Keywords
Parametric inference; Non-ergodic diffusions; Discrete observations; Consistency; Rates of convergence; Normalized information;All these keywords.
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