Diffusions with measurement errors. II. Optimal estimators

Free access article

Issue		ESAIM: PS Volume 5, 2001


Page(s)		243 - 260
DOI		10.1051/ps:2001111

References

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3: A. Gloter and J. Jacod, Diffusion with measurement error. I. Local Asymptotic Normality (2000).
4: J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes. Springer-Verlag, Berlin (1987).
5: J. Jacod, On continuous conditional Gaussian martingales and stable convergence in law, Séminaire Proba. XXXI. Springer-Verlag, Berlin, Lecture Notes in Math. 1655 (1997) 232-246.
6: M.B. Malyutov and O. Bayborodin, Fitting diffusion and trend in noise via Mercer expansion, in Proc. 7th Int. Conf. on Analytical and Stochastic Modeling Techniques. Hamburg (2000).
7: A. Renyi, On stable sequences of events. Sankya Ser. A 25 (1963) 293-302.

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