A new estimating function for discretely sampled diffusions (Q5430546)
From MaRDI portal
scientific article; zbMATH DE number 5220274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimating function for discretely sampled diffusions |
scientific article; zbMATH DE number 5220274 |
Statements
A new estimating function for discretely sampled diffusions (English)
0 references
16 December 2007
0 references
Itô stochastic differential equation
0 references
diffusion process
0 references
discretization
0 references
truncated-Hausdorff moment problem
0 references
a new stochastic integral
0 references
WALL
0 references
Malliavin covariance
0 references
approximate maximum likelihood estimator
0 references
strong consistency
0 references
Berry-Esseen bound
0 references
