Estimation paramétrique d'une diffusion ergodique observée à temps discret

Abstract : This thesis deals with several subjects : parametric estimation for an ergodic diffusion observed at constant step using approximate scheme, parametric estimation for a diffusion under irregural conditions, parametric estimation for a CAR using an estimation of Yule-Wlaker equations, precision of systematic sampling.
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Theses
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https://tel.archives-ouvertes.fr/tel-00276933
Contributor : Sandie Souchet <>
Submitted on : Friday, May 2, 2008 - 8:19:18 PM
Last modification on : Sunday, January 19, 2020 - 6:38:29 PM
Long-term archiving on: Tuesday, June 28, 2011 - 11:32:40 AM

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Sandie Souchet. Estimation paramétrique d'une diffusion ergodique observée à temps discret. Mathématiques [math]. Université Panthéon-Sorbonne - Paris I, 1999. Français. ⟨tel-00276933⟩

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