The law of the Euler scheme for stochastic differential equations, Probability Theory and Related Fields, vol.8, issue.1, pp.43-60, 1996. ,
DOI : 10.1007/BF01303802
URL : https://hal.archives-ouvertes.fr/inria-00074427
Inference for observations of integrated diffusion processes, Scand, J. Statist, pp.31-417, 2004. ,
Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application, Scand, J. Statist, vol.37, pp.200-220, 2010. ,
Approximate discrete-time schemes for statistics of diffusion processes, Statistics, vol.19, issue.4, pp.547-557, 1989. ,
DOI : 10.2307/3214063
Handbook of Stochastic Methods, 1985. ,
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes, Ann. Inst. H. Poincaré Probab. Statist, pp.29-119, 1993. ,
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient, ESAIM: Probability and Statistics, vol.4, pp.205-227, 2000. ,
DOI : 10.1051/ps:2000105
Parameter estimation for a discretely observed integrated diffusion process, Scand, J. Statist, vol.33, pp.83-104, 2006. ,
Martingale limit theory and its application, 1980. ,
Estimation of an ergodic diffusion from discrete observations, Scand, J. Statist, vol.24, pp.211-229, 1997. ,
Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process, Bernoulli, vol.5, issue.2, pp.299-314, 1999. ,
DOI : 10.2307/3318437
Estimation récursive de la mesure invariante d'un processus de diffusion, 2005. ,
Ergodicity for sdes and approximations: locally lipschitz vector fields and degenerate noise, Stochastic Process, Appl, vol.101, pp.185-232, 2002. ,
The Malliavin calculus and related topics, Probability and its Applications, 2006. ,
Parameter estimation for partially observed hypoelliptic diffusions, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.2, issue.1, pp.49-73, 2009. ,
DOI : 10.1111/j.1467-9868.2008.00689.x
Statistical inference from sampled data for stochastic processes, in: Statistical inference from stochastic processes, Contemp. Math., Amer. Math. Soc, vol.80, pp.249-284, 1987. ,
Continuous martingales and Brownian motion, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 1991. ,
Estimation for diffusion processes from discrete observation, Journal of Multivariate Analysis, vol.41, issue.2, pp.220-242, 1992. ,
DOI : 10.1016/0047-259X(92)90068-Q