PARAMETER ESTIMATION FOR A CLASS OF DIFFUSIONPROCESS FROM DISCRETE OBSERVATION

This paper is concerned with the parameter estimation problem for a class of diffusion process from discrete observations. The approximate likelihood function given by using Riemann sum and an Itˆo to integrals in continuous-time function. consistency maximum estimator asymptotic normality error are proved applying martingale moment inequality, Holder’s Chebyshev B-D-G inequality uniform ergodic theorem. results applied hyperbolic process.