Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes (Q1904971): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 06:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes |
scientific article |
Statements
Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes (English)
0 references
19 June 1996
0 references
approximate inference
0 references
approximate likelihood
0 references
approximate transition density
0 references
Euler-Maruyama
0 references
Ornstein-Uhlenbeck
0 references
discrete observations
0 references
diffusion process
0 references
consistency
0 references
asymptotic normality
0 references
