Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion

2010 ◽  
Vol 30 (1) ◽  
pp. 117
Author(s):  
Luís Ramos
Keyword(s):  
2018 ◽  
Vol 46 (2) ◽  
pp. 470-516 ◽  
Author(s):  
Shogo H. Nakakita ◽  
Masayuki Uchida
Keyword(s):  

2020 ◽  
Vol 58 (4) ◽  
pp. 2312-2331
Author(s):  
Svetlana V. Anulova ◽  
Hilmar Mai ◽  
Alexander Yu. Veretennikov

2019 ◽  
Vol 203 ◽  
pp. 131-150 ◽  
Author(s):  
Shogo H. Nakakita ◽  
Masayuki Uchida

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