Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality (Q2722307): Difference between revisions
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Revision as of 08:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality |
scientific article |
Statements
Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality (English)
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11 July 2001
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asymptotic normality of estimators
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simple estimating functions
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martingale estimating functions
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transition dependent estimating functions
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reversible estimating functions
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minimizing asymptotic covariances
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