Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755): Difference between revisions

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Latest revision as of 23:28, 12 July 2024

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Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model
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    Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (English)
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    15 November 2016
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    stochastic differential equation
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    drift parameter
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    discretized model
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    asymptotic normality
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