<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>32</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Luís Ramos</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Decomposição da amostra e estimação em difusões ergódicas</style></title><secondary-title><style face="normal" font="default" size="100%">Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2000</style></year></dates><abstract><style face="normal" font="default" size="100%">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 &amp; Ross diffusions. The moments of transition density of the Cox-Ingersoll &amp; 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.</style></abstract><work-type><style face="normal" font="default" size="100%">Master's Thesis</style></work-type></record></records></xml>