Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577): Difference between revisions
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number: 6330833 / rank | |||
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convergence of moments | |||
Property / zbMATH Keywords: convergence of moments / rank | |||
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discrete time observations | |||
Property / zbMATH Keywords: discrete time observations / rank | |||
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Bayes type estimator | |||
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stochastic differential equation | |||
Property / zbMATH Keywords: stochastic differential equation / rank | |||
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Revision as of 15:51, 29 June 2023
scientific article
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English | Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations |
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Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (English)
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15 August 2014
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convergence of moments
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discrete time observations
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Bayes type estimator
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stochastic differential equation
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