Inference for Observations of Integrated Diffusion Processes (Q4677104): Difference between revisions

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Latest revision as of 11:35, 10 June 2024

scientific article; zbMATH DE number 2169664
Language Label Description Also known as
English
Inference for Observations of Integrated Diffusion Processes
scientific article; zbMATH DE number 2169664

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    Inference for Observations of Integrated Diffusion Processes (English)
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    20 May 2005
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    estimating function
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    parameter estimation
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    Ornstein-Uhlenbeck process
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    Cox Ingersoll Ross model
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