Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112): Difference between revisions

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Latest revision as of 11:35, 10 June 2024

scientific article; zbMATH DE number 2169672
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English
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
scientific article; zbMATH DE number 2169672

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    Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (English)
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    20 May 2005
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    diffusion process with small niose
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    discrete time observation
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    parametric inference
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