Florens-Zmirou, Danielle On estimating the diffusion coefficient from discrete observations. (English) Zbl 0796.62070 J. Appl. Probab. 30, No. 4, 790-804 (1993). A consistent and asymptotically normal estimator of the diffusion coefficient of an Itô equation is constructed where time-discrete observations are given. Local times and kernel estimators are used. Reviewer: W.Grecksch (Halle) Cited in 5 ReviewsCited in 99 Documents MSC: 62M05 Markov processes: estimation; hidden Markov models 60J60 Diffusion processes Keywords:consistency; local times; asymptotically normal estimator; diffusion coefficient; Ito equation; kernel estimators PDFBibTeX XMLCite \textit{D. Florens-Zmirou}, J. Appl. Probab. 30, No. 4, 790--804 (1993; Zbl 0796.62070) Full Text: DOI