Parameter estimation by deterministic approximation of a solution of a stochastic differential equation (Q3477843): Difference between revisions
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Revision as of 01:30, 12 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation by deterministic approximation of a solution of a stochastic differential equation |
scientific article |
Statements
Parameter estimation by deterministic approximation of a solution of a stochastic differential equation (English)
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1990
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Wiener process
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Ornstein-Uhlenbeck process
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Lipschitz conditions
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deterministic approximation of solutions of stochastic differential
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equations
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growth conditions
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least squares type estimator
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strong consistency
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simulated observations
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