On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401): Difference between revisions

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+stochastic differential equations
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+least squares estimator
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+Brownian motion
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+Girsanov transformation
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+discrete observation
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+consistency
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+asymptotic distribution
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@@ Property / cites work @@
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+.1186/S13662-016-0819-1
@@ Property / DOI: 10.1186/S13662-016-0819-1 / rank @@
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