Parametric inference for hypoelliptic ergodic diffusions with full observations
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DOI: 10.1007/s11203-020-09222-4
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- Quentin Clairon & Adeline Samson, 2022. "Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations," Computational Statistics, Springer, vol. 37(5), pages 2471-2491, November.
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Keywords
Parametric inference; Hypoelliptic diffusions; Neuronal FitzHugh–Nagumo model; Contrast estimator;All these keywords.
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