Approximate discrete-time schemes for statistics of diffusion processes (Q3484224): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/02331888908802205 / rank | |||
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| Property / OpenAlex ID: W2050617311 / rank | |||
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| Property / cites work: Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments / rank | |||
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| Property / cites work: Estimation of the coefficients of a diffusion from discrete observations / rank | |||
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| Property / cites work: On estimating the diffusion coefficient / rank | |||
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| Property / cites work: Q5570526 / rank | |||
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Latest revision as of 09:00, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate discrete-time schemes for statistics of diffusion processes |
scientific article |
Statements
Approximate discrete-time schemes for statistics of diffusion processes (English)
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1989
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Wiener process
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discrete observations
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first-order approximation
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likelihood function
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contrast function
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contrast estimators
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consistency
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asymptotic normality
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constant sampling interval
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diffusion processes
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