Efficient estimation methods for non-Gaussian regression models in continuous time (Q2075451): Difference between revisions
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Revision as of 05:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation methods for non-Gaussian regression models in continuous time |
scientific article |
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Efficient estimation methods for non-Gaussian regression models in continuous time (English)
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14 February 2022
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regression model
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Lévy process
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asymptotic efficiency
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weighted least squares estimates
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Pinsker constant
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quadratic risk
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