On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870): Difference between revisions
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Revision as of 09:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On effects of discretization on estimators of drift parameters for diffusion processes |
scientific article |
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On effects of discretization on estimators of drift parameters for diffusion processes (English)
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4 May 1997
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numerical examples
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discrete time sampling
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inference for stochastic processes
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maximum likelihood estimation
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stochastic differential equations
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stochastic Taylor expansions
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