Threshold Estimation for Stochastic Processes with Small Noise (Q4599643): Difference between revisions
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Revision as of 00:02, 20 March 2024
scientific article; zbMATH DE number 6822027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold Estimation for Stochastic Processes with Small Noise |
scientific article; zbMATH DE number 6822027 |
Statements
Threshold Estimation for Stochastic Processes with Small Noise (English)
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4 January 2018
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drift estimation
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mighty convergence
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semi-martingale noise
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small noise asymptotics
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stochastic differential equations
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threshold estimator
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