On Time-Reversibility and Estimating Functions for Markov Processes
Year of publication: |
2005
|
---|---|
Authors: | Kessler, Mathieu ; Sørensen, Michael |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 8.2005, 1, p. 95-107
|
Publisher: |
Springer |
Subject: | diffusion processes | discretely sampled continuous time Markov models | martingale estimating functions | the Poisson equation | quasi-likelihood | semiparametric models |
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