Open AccessContrast estimation for noisy observations of diffusion processes via closed-form density expansions
Author(s) -
Salima El Kolei,
Fabien Navarro
Publication year - 2021
Publication title -
statistical inference for stochastic processes
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.723
H-Index - 20
eISSN - 1572-9311
pISSN - 1387-0874
DOI - 10.1007/s11203-021-09256-2
Subject(s) - estimator , contrast (vision) , deconvolution , diffusion , sequence (biology) , mathematics , hermite polynomials , statistical physics , diffusion process , noise (video) , monte carlo method , wiener process , mathematical optimization , algorithm , computer science , mathematical analysis , physics , statistics , artificial intelligence , thermodynamics , knowledge management , genetics , innovation diffusion , biology , image (mathematics)
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