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Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE

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  • Hans Dietz

Abstract

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Suggested Citation

  • Hans Dietz, 2001. "Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE," Statistical Inference for Stochastic Processes, Springer, vol. 4(3), pages 249-258, October.
    • Handle: RePEc:spr:sistpr:v:4:y:2001:i:3:p:249-258
    DOI: 10.1023/A:1012254332474
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    Cited by:

    1. 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.
    2. Abi-ayad, Ilham & Mourid, Tahar, 2018. "Parametric estimation for non recurrent diffusion processes," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 96-102.
    3. 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.
    4. Qingpei Zang & Lixin Zhang, 2019. "Asymptotic Behaviour of the Trajectory Fitting Estimator for Reflected Ornstein–Uhlenbeck Processes," Journal of Theoretical Probability, Springer, vol. 32(1), pages 183-201, March.
    5. Quentin Clairon & Adeline Samson, 2020. "Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 23(1), pages 105-127, April.

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