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Volumn 5, Issue , 2001, Pages 225-242

Diffusions with measurement errors. I. Local asymptotic normality

Author keywords

Lan property; Measurement errors; Statistics of diffusions

Indexed keywords


EID: 84996129474     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2001110     Document Type: Article
Times cited : (95)

References (13)
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    • (1993) Ann. Inst. H. Poincare Probab. Statist. , vol.29 , pp. 119-153
    • Genon-Catalot, V.1    Jacod, J.2
  • 5
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    • Estimation of the diffusion coefficient for diffusion processes: Random sampling
    • V. Genon-Catalot and J. Jacod, Estimation of the diffusion coefficient for diffusion processes: random sampling. Scand. J. Statist. 21 (1994) 193-221.
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    • Asymptotic normality of the Maximum likelihood estimator in state space models
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  • 13
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    • Consistent and asymptotically normal estimators for hidden Markov models
    • T. Ryden, Consistent and asymptotically normal estimators for hidden Markov models. Ann. Statist. 22 (1994) 1884-1895.
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    • Ryden, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.