Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / zbMATH DE Number: 6575843 / rank | |||
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Monte Carlo estimators | |||
Property / zbMATH Keywords: Monte Carlo estimators / rank | |||
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diffusion processes | |||
Property / zbMATH Keywords: diffusion processes / rank | |||
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simulation-based estimation | |||
Property / zbMATH Keywords: simulation-based estimation / rank | |||
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Doss transformation | |||
Property / zbMATH Keywords: Doss transformation / rank | |||
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Revision as of 16:56, 27 June 2023
scientific article
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English | Asymptotic properties of Monte Carlo estimators of diffusion processes |
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Asymptotic properties of Monte Carlo estimators of diffusion processes (English)
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2 May 2016
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Monte Carlo estimators
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diffusion processes
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simulation-based estimation
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Doss transformation
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