A new estimating function for discretely sampled diffusions (Q5430546): Difference between revisions
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scientific article; zbMATH DE number 5220274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimating function for discretely sampled diffusions |
scientific article; zbMATH DE number 5220274 |
Statements
A new estimating function for discretely sampled diffusions (English)
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16 December 2007
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Itô stochastic differential equation
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diffusion process
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discretization
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truncated-Hausdorff moment problem
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a new stochastic integral
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WALL
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Malliavin covariance
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approximate maximum likelihood estimator
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strong consistency
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Berry-Esseen bound
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