Estimation of parameters for discretely observed diffusion processes with a variety of rates for information

Yasutaka Shimizu ()

Annals of the Institute of Statistical Mathematics, 2012, vol. 64, issue 3, 545-575

Keywords: Parametric inference; Non-ergodic diffusions; Discrete observations; Consistency; Rates of convergence; Normalized information (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10463-010-0323-4

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