A contrast estimator for completely or partially observed hypoelliptic diffusion

Stochastic Processes and their Applications

Volumn 122, Issue 7, 2012, Pages 2521-2552

  Samson, Adeline ^a   Thieullen, Michèle ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Contrast estimator; Hypoelliptic diffusion; Langevin system; Partial observations; Stochastic differential equations

Indexed keywords

CONTRAST ESTIMATOR; HYPOELLIPTIC DIFFUSION; LANGEVIN; PARTIAL OBSERVATION; STOCHASTIC DIFFERENTIAL EQUATIONS;

DIFFUSION;

ESTIMATION;

EID: 84861216619     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2012.04.006     Document Type: Article

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