Martingale estimation functions for discretely observed diffusion processes (Q1903603): Difference between revisions

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Martingale estimation functions for discretely observed diffusion processes
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    Martingale estimation functions for discretely observed diffusion processes (English)
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    12 December 1995
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    consistency
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    quasi-likelihood
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    asymptotic normality
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    Ornstein-Uhlenbeck process
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    mean-reverting process
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    martingale estimating functions
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    discrete-time observations
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    diffusion process
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    discretized continuous- time score function
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    optimality
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    ergodic
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    simulation
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