Inference for Observations of Integrated Diffusion Processes

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The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (2008, unknown): “Estimation based on data of the type (28) was considered by Gloter (2000), Bollerslev & Zhou (2002), Ditlevsen & Sørensen (2004) and Gloter (2006).”
Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics (2005, unknown): “when only integrals of the diffusion over time-intervals are observed; see [4].”
Parameter Estimation for a Discretely Observed Integrated Diffusion Process (2006, methodology): “For example, the case of X a stationary Ornstein–Uhlenbeck is treated in Gloter (2001) and the case of a Cox–Ingersoll–Ross model is studied in Ditlevsen & Sørensen (2004).”
CHAPTER 4 – Estimating Functions for Discretely Sampled Diffusion-Type Models (2010, methodology): “An example is the application to observations of integrals of diffusions in disjoint intervals in Ditlevsen & Sørensen (2002).”
Statistical Methods for Stochastic Differential Equations (2012, background): “They have been considered by Dorogovcev (1976), Prakasa Rao (1988), Florens-Zmirou (1989), Yoshida (1992), Chan et al.”