@inbook {Mota_2018,
	title = {Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions},
	booktitle = {Contributions to Statistics},
	year = {2018},
	pages = {335{\textendash}343},
	publisher = {Springer International Publishing},
	organization = {Springer International Publishing},
	abstract = {<p>When   (Xt)t>=0  is an ergodic process, the density function of Xt converges to some invariant density as t {\textrightarrow}$\infty$. We will compute and study some asymptotic properties of pseudo moments estimators obtained from this invariant density, for a specific class of ergodic processes. In this class of processes we can find the Cox-Ingersoll \&amp; Ross or Dixit \&amp; Pindyck processes, among others. A comparative study of the proposed estimators with the usual estimators obtained from discrete approximations of the likelihood function will be carried out.</p>
},
	doi = {10.1007/978-3-319-76605-8_24},
	url = {https://doi.org/10.1007/978-3-319-76605-8_24},
	author = {Mota, Pedro and Manuel L. Esqu{\'\i}vel}
}
