On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/3214986 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2083565518 / rank | |||
Normal rank | |||
Latest revision as of 23:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On effects of discretization on estimators of drift parameters for diffusion processes |
scientific article |
Statements
On effects of discretization on estimators of drift parameters for diffusion processes (English)
0 references
4 May 1997
0 references
numerical examples
0 references
discrete time sampling
0 references
inference for stochastic processes
0 references
maximum likelihood estimation
0 references
stochastic differential equations
0 references
stochastic Taylor expansions
0 references
