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Maximnm contrast estimation for diffusion processes from discrete observations

 

作者: V. Genon-Catalot,  

 

期刊: Statistics  （Taylor Available online 1990）
卷期: Volume 21, issue 1  

页码: 99-116

 

ISSN:0233-1888

 

年代: 1990

 

DOI:10.1080/02331889008802231

 

出版商: Akademie-Verlag

 

关键词: Diffusion processes;parametric Inference;manmum contrast estimation tusymptotic properties of estimators

 

数据来源: Taylor

 

摘要:

We consider a one-dimensional diffusion process (Xt) with drift b{θ&, u) depending

 

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