Sample Partitioning Estimation for Ergodic Diffusions (Q5252811): Difference between revisions

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Revision as of 20:28, 19 March 2024

scientific article; zbMATH DE number 6442482
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English
Sample Partitioning Estimation for Ergodic Diffusions
scientific article; zbMATH DE number 6442482

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    Sample Partitioning Estimation for Ergodic Diffusions (English)
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    3 June 2015
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    ergodic diffusions
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    martingale estimating functions
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    maximum likelihood estimators
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    consistency
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    method of moments
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    transition density
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    invariant densities
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