@article {Ramos2010,
	title = {Sample Partitioning Estimation for Ergodic Diffusions: Application to Ornstein-Uhlenbeck Diffusion},
	journal = {Discussiones Mathematicae Probability and Statistics},
	volume = {30},
	number = {1},
	year = {2010},
	pages = {117-122},
	abstract = {<p>When a diffusion is ergodic its transition density converges to its invariant density, see Durrett (1998).   This convergence enabled us to introduce a sample partitioning technique that gives in each sub-sample, maximum likelihood estimators. The averages of these being a natural choice as estimators.  To compare our estimators with the optimal we obtained from martingale estimating functions, see Sorensen (1998), we used the Ornstein-Uhlenbeck process for which exact simulations can be carried out.</p>
},
	url = {http://www.discuss.wmie.uz.zgora.pl/php/discuss3.php?ip=\&url=plik\&nIdA=21457\&sTyp=HTML\&nIdSesji=-1},
	author = {Lu{\'\i}s Ramos}
}
