Minimum contrast estimation in diffusion processes (Q4188620): Difference between revisions

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Latest revision as of 18:54, 19 March 2024

scientific article; zbMATH DE number 3626468
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English
Minimum contrast estimation in diffusion processes
scientific article; zbMATH DE number 3626468

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    Minimum contrast estimation in diffusion processes (English)
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    1979
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    Diffusion Processes
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    Non-Linear Stochastic Differential Equations
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    Estimates Strong Consistency
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    Asymptotic Normality
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    Maximum Likelihood
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    Minimum Contrast
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