Parameter estimation and bias correction for diffusion processes (Q302098): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / Mathematics Subject Classification ID: 62F40 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6600651 / rank | |||
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bias correction | |||
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bootstrap | |||
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continuous-time models | |||
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diffusion processes | |||
Property / zbMATH Keywords: diffusion processes / rank | |||
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jackknife | |||
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parameter estimation | |||
Property / zbMATH Keywords: parameter estimation / rank | |||
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Revision as of 23:09, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Parameter estimation and bias correction for diffusion processes |
scientific article |
Statements
Parameter estimation and bias correction for diffusion processes (English)
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4 July 2016
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bias correction
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bootstrap
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continuous-time models
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diffusion processes
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jackknife
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parameter estimation
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