31 pages, 2 figures, 2 tablesWe consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T]. We study minimum contrast estimators derived from the Gaussian process approximating X for small {\epsilon}. We obtain consistent and asymptotically normal estimators of {\alpha} for fixed {\Delta} and {\epsilon}\rightarrow0 and of ({\alpha},{\beta}) for {\Delta}\rightarrow0 and {\epsilon}\rightarrow0. We compare the estimators obtained with various methods and for various magnitudes of {\Delta} and {\epsilon} based on simulation studies. Finally, we investigate the interest ...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
Abstract. We consider here nonparametric estimation for integrated diffusion pro-cesses. Let (Vt) be...
The parametric estimation of both drift and diffusion coefficient parameters for $ d $-dimensional d...
The joint estimation of both drift and diffusion coefficient parameters is treated under the situati...
International audienceWe consider a multidimensional diffusion X with drift coefficient b(X(1), alph...
AbstractWe consider a multidimensional diffusion X with drift coefficient b(Xt,α) and diffusion coef...
A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$ is observed only when its path lies ...
We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-di...
AbstractFor a one-dimensional diffusion process X={X(t);0≤t≤T}, we suppose that X(t) is hidden if it...
A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion p...
AbstractLet θ be the unknown parameter in the drift coefficient of a certain class of nonstationary ...
We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-di...
Abstract. We consider a one-dimensional diffusion process (Xt) which is observed at n + 1 discrete t...
We study a new parametric approach for hidden discrete-time diffusion models. This method is based o...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
Abstract. We consider here nonparametric estimation for integrated diffusion pro-cesses. Let (Vt) be...
The parametric estimation of both drift and diffusion coefficient parameters for $ d $-dimensional d...
The joint estimation of both drift and diffusion coefficient parameters is treated under the situati...
International audienceWe consider a multidimensional diffusion X with drift coefficient b(X(1), alph...
AbstractWe consider a multidimensional diffusion X with drift coefficient b(Xt,α) and diffusion coef...
A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$ is observed only when its path lies ...
We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-di...
AbstractFor a one-dimensional diffusion process X={X(t);0≤t≤T}, we suppose that X(t) is hidden if it...
A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion p...
AbstractLet θ be the unknown parameter in the drift coefficient of a certain class of nonstationary ...
We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-di...
Abstract. We consider a one-dimensional diffusion process (Xt) which is observed at n + 1 discrete t...
We study a new parametric approach for hidden discrete-time diffusion models. This method is based o...
AbstractThe maximum likelihood estimation of the unknown parameter of a diffusion process based on a...
The maximum likelihood estimation of the unknown parameter of a diffusion process based on an approx...
Abstract. We consider here nonparametric estimation for integrated diffusion pro-cesses. Let (Vt) be...