Parametric estimation for partially hidden diffusion processes sampled at discrete times

Stefano Iacus, Masayuki Uchida, Nakahiro Yoshida

For a one dimensional diffusion process $X=\{X(t);0\le t\le T\}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visi…