The Pearson diffusions form a flexible class of diffusions defined by having linear drift and
quadratic squared diffusion coefficient. It is demonstrated that for this class explicit statistical …

The chapters of this volume represent the revised versions of the main papers given at the
seventh Séminaire Européen de Statistique on “Statistics for Stochastic Differential …

Many living and complex systems exhibit second-order emergent dynamics. Limited
experimental access to the configurational degrees of freedom results in data that appear to …

We discuss parametric estimation of a degenerate diffusion system from time-discrete
observations. The first component of the degenerate diffusion system has a parameter 𝜃 1 in …

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion
processes is naturally occurring in many applications. However, because of the noise …

Estimation of parameters in diffusion models is investigated when the observations are
integrals over intervals of the process with respect to some weight function. This type of …

In this chapter we consider parametric inference based on discrete time observations the
chapter X0, X the t1statistical,..., X tn model from a for d-dimensional the stochastic process …

Isolating slower dynamics from fast fluctuations has proven remarkably powerful, but how do
we proceed from partial observations of dynamical systems for which we lack underlying …

Parametric estimation of two-dimensional hypoelliptic diffusions is considered when
complete observations–both coordinates discretely observed–or partial observations–only …

The asymptotic properties of nonparametric kernel estimators of diffusion process and
integrated diffusion process were studied by scholars through using the theories of local …