On the approximate maximum likelihood estimation for diffusion processes (Q449968): Difference between revisions
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| Property / author | |||
| Property / author: Jinyuan Chang / rank | |||
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| Property / author: Song Xi Chen / rank | |||
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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 / zbMATH DE Number: 6075582 / rank | |||
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asymptotic expansion | |||
| Property / zbMATH Keywords: asymptotic expansion / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
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discrete time observations | |||
| Property / zbMATH Keywords: discrete time observations / rank | |||
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Revision as of 11:05, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximate maximum likelihood estimation for diffusion processes |
scientific article |
Statements
On the approximate maximum likelihood estimation for diffusion processes (English)
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3 September 2012
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asymptotic expansion
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asymptotic normality
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consistency
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discrete time observations
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