scholarly journals Hybrid estimation for ergodic diffusion processes based on noisy discrete observations

2019 ◽  
Vol 23 (1) ◽  
pp. 171-198
Author(s):  
Yusuke Kaino ◽  
Shogo H. Nakakita ◽  
Masayuki Uchida
Keyword(s):  
Diffusion Processes ◽  
Discrete Observations ◽  
Hybrid Estimation ◽  
Ergodic Diffusion

scholarly journals Parametric inference for discrete observations of diffusion processes with mixed effects

2018 ◽  
Vol 128 (6) ◽  
pp. 1929-1957 ◽  
Author(s):  
Maud Delattre ◽  
Valentine Genon-Catalot ◽  
Catherine Larédo
Keyword(s):  
Diffusion Processes ◽  
Mixed Effects ◽  
Parametric Inference ◽  
Discrete Observations

AIC type statistics for discretely observed ergodic diffusion processes

2014 ◽  
Vol 17 (3) ◽  
pp. 267-282 ◽  
Author(s):  
Takayuki Fujii ◽  
Masayuki Uchida
Keyword(s):  
Diffusion Processes ◽  
Ergodic Diffusion
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