Minimum contrast estimation in diffusion processes
- 1 March 1979
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 16 (1) , 65-75
- https://doi.org/10.2307/3213375
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On controlled one-dimensional diffusion processes with unknown parameterAdvances in Applied Probability, 1977
- Maximum likelihood estimation for continuous-time stochastic processesAdvances in Applied Probability, 1976
- Asymptotic likelihood theory for diffusion processesJournal of Applied Probability, 1975
- Note on minimum contrast estimates forMarkov processesMetrika, 1972
- On the measurability and consistency of minimum contrast estimatesMetrika, 1969