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Estimation of parameters for discretely observed diffusion processes with a variety of rates for information

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  • Yasutaka Shimizu

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  • Yasutaka Shimizu, 2012. "Estimation of parameters for discretely observed diffusion processes with a variety of rates for information," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 545-575, June.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:3:p:545-575
    DOI: 10.1007/s10463-010-0323-4
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    References listed on IDEAS

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    1. 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.
    2. Dietz Hans M. & Kutoyants Yury A., 2003. "Parameter estimation for some non-recurrent solutions of SDE," Statistics & Risk Modeling, De Gruyter, vol. 21(1/2003), pages 29-46, January.
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    Cited by:

    1. 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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