Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter (Q2722305): Difference between revisions
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Latest revision as of 00:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter |
scientific article |
Statements
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter (English)
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11 July 2001
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asymptotic normality
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consistency
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Cox-Ingersoll-Ross model
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discretely observed diffusions
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hyperbolic diffusions
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Ornstein-Uhlenbeck process
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pseudo likelihood
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stochastic differential equations
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stock prices
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wind velocity
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