New splitting-scheme-based pseudo-likelihood estimators for SDEs with Hölder multiplicative noise that achieve strong convergence, state-space preservation, consistency, and asymptotic normality.
Florens-zmirou
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Splitting schemes and estimators for stochastic differential equations with H\"older multiplicative noise
New splitting-scheme-based pseudo-likelihood estimators for SDEs with Hölder multiplicative noise that achieve strong convergence, state-space preservation, consistency, and asymptotic normality.