Classical method of moments for partially and discretely observed ergodic models

Statistical Inference for Stochastic Processes

Volumn 8, Issue 1, 2005, Pages 25-50

  Masuda, Hiroki ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Ergodicity; Method of moments; Ornstein Uhlenbeck process driven by a L vy process; Partially and discretely observed model; Stochastic differential equation

Indexed keywords

EID: 18244403155     PISSN: 13870874     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:SISP.0000049120.83388.89     Document Type: Article

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