Estimation for diffusion processes from discrete observation
暂无分享，去创建一个
[1] I. Ibragimov,et al. Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio , 1973 .
[2] I. Ibragimov,et al. Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators , 1973 .
[3] Y. Ogata,et al. The weak convergence of likelihood ratio random fields and its applications , 1975 .
[4] Alʹbert Nikolaevich Shiri︠a︡ev,et al. Statistics of random processes , 1977 .
[5] Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case , 1978 .
[6] Estimation of a Parameter of a Diffusion Process , 1979 .
[7] B. P. Rao,et al. Asymptotic theory for non-linear least squares estimator for diffusion processes , 1983 .
[8] Y. Kutoyants,et al. Parameter estimation for stochastic processes , 1984 .
[9] D. Florens-zmirou,et al. Estimation of the coefficients of a diffusion from discrete observations , 1986 .
[10] Wolfgang Kliemann,et al. On unique ergodicity for degenerate diffusions , 1987 .
[11] N. U. Prabhu,et al. Statistical inference in stochastic processes , 1988 .
[12] D. Florens-zmirou. Approximate discrete-time schemes for statistics of diffusion processes , 1989 .
[13] Asymptotic behavior of M-estimator and related random field for diffusion process , 1990 .