@mastersthesis {460,
	title = {Decomposi{\c c}{\~a}o da amostra e estima{\c c}{\~a}o em difus{\~o}es erg{\'o}dicas},
	year = {2000},
	type = {Master{\textquoteright}s Thesis},
	abstract = {The required results of stochastic calculus are introduced as well as sufficient conditions for a diffusin to be ergodic. Invariant densities are obtained for two families of diffusion. These families belong the Ornstein-Uhlenbeck and Cox-Ingersoll \& Ross diffusions. The moments of transition density of the Cox-Ingersoll \& Ross diffusion were obtained and it was shown that this density converges to the invariant density. Lastly a technique, based on sample partition, is given for parameter estimation for ergodic diffusion. A numerical application of that technique for the Ornstein-Uhlenbeck diffusion is given. Final remarks and comments are included.},
	author = {Lu{\'\i}s Ramos}
}
