Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / zbMATH DE Number: 6038188 / rank | |||
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parametric inference | |||
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non-ergodic diffusions | |||
Property / zbMATH Keywords: non-ergodic diffusions / rank | |||
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consistency | |||
Property / zbMATH Keywords: consistency / rank | |||
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rates of convergence | |||
Property / zbMATH Keywords: rates of convergence / rank | |||
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normalized information | |||
Property / zbMATH Keywords: normalized information / rank | |||
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Revision as of 20:46, 29 June 2023
scientific article
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English | Estimation of parameters for discretely observed diffusion processes with a variety of rates for information |
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Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (English)
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23 May 2012
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parametric inference
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non-ergodic diffusions
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consistency
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rates of convergence
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normalized information
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