Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (Q4677112)
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scientific article; zbMATH DE number 2169672
Language | Label | Description | Also known as |
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English | Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions |
scientific article; zbMATH DE number 2169672 |
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Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (English)
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20 May 2005
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diffusion process with small niose
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discrete time observation
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parametric inference
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