On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1186/S13662-016-0819-1 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1186/S13662-016-0819-1 / rank | |||
Normal rank | |||
Latest revision as of 13:57, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations |
scientific article |
Statements
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (English)
0 references
1 September 2016
0 references
stochastic differential equations
0 references
least squares estimator
0 references
Brownian motion
0 references
Girsanov transformation
0 references
discrete observation
0 references
consistency
0 references
asymptotic distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
