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)

PDF Abstract

# Code Add Remove Mark official

No code implementations yet. Submit your code now

# Categories

• STATISTICS THEORY
• STATISTICS THEORY