Le Breton, Alain; Musiela, Marek Estimation des paramètres pour les diffusions gaussiennes homogènes hypoelliptiques. I. (French) Zbl 0491.62071 C. R. Acad. Sci., Paris, Sér. I 294, 341-344 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 62M05 Markov processes: estimation; hidden Markov models 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60J60 Diffusion processes Keywords:strong consistency; asymptotic normality; Brownian motion; quadratic variation; maximum likelihood Citations:Zbl 0448.62070; Zbl 0413.60052 PDFBibTeX XMLCite \textit{A. Le Breton} and \textit{M. Musiela}, C. R. Acad. Sci., Paris, Sér. I 294, 341--344 (1982; Zbl 0491.62071)