On estimating the diffusion coefficient from discrete observations (Q4280650): Difference between revisions
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Latest revision as of 19:16, 19 March 2024
scientific article; zbMATH DE number 509991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the diffusion coefficient from discrete observations |
scientific article; zbMATH DE number 509991 |
Statements
On estimating the diffusion coefficient from discrete observations (English)
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26 September 1994
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consistency
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local times
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asymptotically normal estimator
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diffusion coefficient
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Ito equation
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kernel estimators
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