A contrast estimator for completely or partially observed hypoelliptic diffusion
Year of publication: |
2012
|
---|---|
Authors: | Samson, Adeline ; Thieullen, Michèle |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 7, p. 2521-2552
|
Publisher: |
Elsevier |
Subject: | Hypoelliptic diffusion | Langevin system | Stochastic differential equations | Partial observations | Contrast estimator |
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