Papers by Philippe Pilibossian
Stochastic Processes and Their Applications, 1994
The problem of finite-dimensional parameter estimation for a diffusion-type process is considered... more The problem of finite-dimensional parameter estimation for a diffusion-type process is considered. The proposed minimum distance estimate is introduced as a point where the supremum norm of the difference between the observations and the corresponding deterministic (limit) solution attains its minimum. Under some regularity conditions the consistency of this estimate is established as the diffusion coefficient tends to zero and
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Papers by Philippe Pilibossian