A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (Q1382237): Difference between revisions
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Latest revision as of 11:47, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times |
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A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (English)
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15 July 1998
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Euler discretization
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Euler estimator
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least squares estimator
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maximum likelihood estimator
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