<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="6.x">Drupal-Biblio</source-app><ref-type>5</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Mota, Pedro</style></author><author><style face="normal" font="default" size="100%">Manuel L. Esquível</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions</style></title><secondary-title><style face="normal" font="default" size="100%">Contributions to Statistics</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2018</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%">https://doi.org/10.1007/978-3-319-76605-8_24</style></url></web-urls></urls><publisher><style face="normal" font="default" size="100%">Springer International Publishing</style></publisher><pages><style face="normal" font="default" size="100%">335–343</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p&gt;When   (Xt)t≥0  is an ergodic process, the density function of Xt converges to some invariant density as t →∞. 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;amp; Ross or Dixit &amp;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.&lt;/p&gt;
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