Diffusion process with evolution and its parameter estimation (Q2215848)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion process with evolution and its parameter estimation |
scientific article |
Statements
Diffusion process with evolution and its parameter estimation (English)
0 references
14 December 2020
0 references
discrete Markov process
0 references
diffusion approximation
0 references
asymptotic diffusion environment
0 references
Ornstein-Uhlenbeck process
0 references
phase merging
0 references
drift parameter estimation
0 references
