On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401): Difference between revisions
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Revision as of 16:10, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations |
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On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (English)
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1 September 2016
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stochastic differential equations
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least squares estimator
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Brownian motion
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Girsanov transformation
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discrete observation
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consistency
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asymptotic distribution
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