Approximate discrete-time schemes for statistics of diffusion processes (Q3484224): Difference between revisions
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Revision as of 11:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate discrete-time schemes for statistics of diffusion processes |
scientific article |
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Approximate discrete-time schemes for statistics of diffusion processes (English)
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1989
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Wiener process
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discrete observations
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first-order approximation
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likelihood function
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contrast function
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contrast estimators
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consistency
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asymptotic normality
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constant sampling interval
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diffusion processes
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