Martingale estimation functions for discretely observed diffusion processes (Q1903603): Difference between revisions
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Revision as of 05:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale estimation functions for discretely observed diffusion processes |
scientific article |
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Martingale estimation functions for discretely observed diffusion processes (English)
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12 December 1995
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consistency
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quasi-likelihood
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asymptotic normality
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Ornstein-Uhlenbeck process
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mean-reverting process
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martingale estimating functions
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discrete-time observations
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diffusion process
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discretized continuous- time score function
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optimality
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ergodic
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simulation
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