Optimality and small \(\Delta\)-optimality of martingale estimating functions (Q1857349): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality and small \(\Delta\)-optimality of martingale estimating functions |
scientific article |
Statements
Optimality and small \(\Delta\)-optimality of martingale estimating functions (English)
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26 March 2003
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asymptotic variance
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diffusions
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estimating functions
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generalized Cox-Ingersoll-Ross process
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small delta-optimality
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optimality
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