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Statistics and Probability Letters
Volumn 79, Issue 20, 2009, Pages 2200-2207
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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EID: 70149120709     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.07.015     Document Type: Article
Times cited : (14)
References (10)
  • 1
    • 0040125256 scopus 로고
    • On the functional central limit theorem and the law of the iterated logarithm for Markov processes
    • Bhattacharya R.N. On the functional central limit theorem and the law of the iterated logarithm for Markov processes. Z. Wahrscheinlichkeitstheor. Verwandte Geb. 60 2 (1982) 185-201
    • (1982) Z. Wahrscheinlichkeitstheor. Verwandte Geb. , vol.60 , Issue.2 , pp. 185-201
    • Bhattacharya, R.N.1
  • 2
    • 33845601796 scopus 로고    scopus 로고
    • Parameter estimation for some non-recurrent solutions of SDE
    • Dietz H.M., and Kutoyants Yu.A. Parameter estimation for some non-recurrent solutions of SDE. Statist. Decisions 21 1 (2003) 29-45
    • (2003) Statist. Decisions , vol.21 , Issue.1 , pp. 29-45
    • Dietz, H.M.1    Kutoyants, Yu.A.2
  • 3
    • 0002468162 scopus 로고
    • Maximum likelihood estimation for continuous-time stochastic processes
    • Feigin P.D. Maximum likelihood estimation for continuous-time stochastic processes. Adv. Appl. Probab. 8 4 (1976) 712-736
    • (1976) Adv. Appl. Probab. , vol.8 , Issue.4 , pp. 712-736
    • Feigin, P.D.1
  • 4
    • 0018483029 scopus 로고
    • Some comments concerning a curious singularity
    • Feigin P.D. Some comments concerning a curious singularity. J. Appl. Probab. 16 2 (1979) 440-444
    • (1979) J. Appl. Probab. , vol.16 , Issue.2 , pp. 440-444
    • Feigin, P.D.1
  • 5
    • 33846087930 scopus 로고    scopus 로고
    • Parametric inference for discretely observed non-ergodic diffusions
    • Jacod J. Parametric inference for discretely observed non-ergodic diffusions. Bernoulli 12 3 (2006) 383-401
    • (2006) Bernoulli , vol.12 , Issue.3 , pp. 383-401
    • Jacod, J.1
  • 6
    • 38249029383 scopus 로고
    • The consistency of a nonlinear least squares estimator from diffusion processes
    • Kasonga R.A. The consistency of a nonlinear least squares estimator from diffusion processes. Stochastic Process. Appl. 30 (1988) 263-275
    • (1988) Stochastic Process. Appl. , vol.30 , pp. 263-275
    • Kasonga, R.A.1
  • 7
    • 0040360923 scopus 로고    scopus 로고
    • Estimation of diffusion processes from discrete observations
    • Kessler M. Estimation of diffusion processes from discrete observations. Scand. J. Statist. 24 (1997) 211-229
    • (1997) Scand. J. Statist. , vol.24 , pp. 211-229
    • Kessler, M.1
  • 8
    • 0001012926 scopus 로고
    • On continuous and discrete sampling for parameter estimation in diffusion type processes. Stochastic systems: modeling, identification and optimization, I
    • Proc. Sympos., Univ. Kentucky, Lexington, Ky
    • Le Breton A. On continuous and discrete sampling for parameter estimation in diffusion type processes. Stochastic systems: modeling, identification and optimization, I. Proc. Sympos., Univ. Kentucky, Lexington, Ky. Math. Program. Stud. 5 (1976) 124-144
    • (1976) Math. Program. Stud. , Issue.5 , pp. 124-144
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  • 9
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    • Asymptotic theory for non-linear least squares estimator for diffusion processes
    • Prakasa Rao B.L.S. Asymptotic theory for non-linear least squares estimator for diffusion processes. Math. Oper. forsch. Stat. Ser. Stat. 14 (1983) 195-209
    • (1983) Math. Oper. forsch. Stat. Ser. Stat. , vol.14 , pp. 195-209
    • Prakasa Rao, B.L.S.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.