Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:55, 5 March 2024
scientific article; zbMATH DE number 6949199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion |
scientific article; zbMATH DE number 6949199 |
Statements
Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (English)
0 references
9 October 2018
0 references
linear stochastic differential equations
0 references
sub-fractional Brownian motion
0 references
instrumental variable estimation
0 references
consistency
0 references
asymptotic mixed normality
0 references
