Adaptive and non-adaptive estimation for degenerate diffusion processes

24 Feb 2020 Gloter Arnaud LaMME Yoshida Nakahiro

We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter $\theta_2$ in the drift term... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY