Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1302.0122 / rank | |||
Normal rank |
Revision as of 23:52, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter estimation and model testing for Markov processes via conditional characteristic functions |
scientific article |
Statements
Parameter estimation and model testing for Markov processes via conditional characteristic functions (English)
0 references
7 March 2013
0 references
diffusion processes
0 references
empirical likelihood
0 references
kernel smoothing
0 references
Lévy-driven processes
0 references