On Time-Reversibility and Estimating Functions for Markov Processes
| Year of publication: |
2005
|
|---|---|
| Authors: | Kessler, Mathieu ; Sørensen, Michael |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 8.2005, 1, p. 95-107
|
| Publisher: |
Springer |
| Subject: | diffusion processes | discretely sampled continuous time Markov models | martingale estimating functions | the Poisson equation | quasi-likelihood | semiparametric models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616014