Estimation for diffusion processes from discrete observation

Parameter Estimation for Stochastic Processes.

Yi‐Ching Yao, Yury A. Kutoyants · Journal of the American Statistical Association · 1987 · 265 citations

Engineering, Mathematics, Probability Theory +13

Approximate discrete-time schemes for statistics of diffusion processes

Danielle Florens-Zmirou · Statistics · 1989 · 263 citations

Engineering, Biostatistics, Probability Theory +12

Estimation of the coefficients of a diffusion from discrete observations

Didier Dacunha‐Castelle, Danielle Florens-Zmirou · Stochastics · 1986 · 249 citations

Natural Sciences, Mathematics, Statistical Modeling +13

On unique ergodicity for degenerate diffusions

Ludwig Arnold, Wolfgang Kliemann · Stochastics · 1987 · 69 citations

Engineering, Mathematics, Dynamical Systems +16

Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio

R. Z. Khas’minskiĭ · Theory of Probability and Its Applications · 1973 · 60 citations

Natural Sciences, Mathematics, Probability Theory +15