Comparative study of estimation methods for continuous time stochastic processes (Q4367890): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:32, 6 February 2024
scientific article; zbMATH DE number 1093211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative study of estimation methods for continuous time stochastic processes |
scientific article; zbMATH DE number 1093211 |
Statements
Comparative study of estimation methods for continuous time stochastic processes (English)
0 references
2 December 1997
0 references
stochastic differential equation
0 references
discretization
0 references
maximum likelihood estimation
0 references
generalized method of moments
0 references
