On the approximate maximum likelihood estimation for diffusion processes (Q449968): Difference between revisions
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| Property / author: Jinyuan Chang / rank | |||
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| Property / author: Song Xi Chen / rank | |||
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| Property / author: Song Xi Chen / rank | |||
Revision as of 15:24, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximate maximum likelihood estimation for diffusion processes |
scientific article |
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On the approximate maximum likelihood estimation for diffusion processes (English)
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3 September 2012
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asymptotic expansion
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asymptotic normality
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consistency
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discrete time observations
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