Parametric inference for stochastic differential equations: a smooth and match approach (Q2863818)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parametric inference for stochastic differential equations: a smooth and match approach |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parametric inference for stochastic differential equations: a smooth and match approach |
scientific article |
Statements
4 December 2013
0 references
asymptotic normality
0 references
diffusion processes
0 references
kernel density estimators
0 references
M-estimators
0 references
\(\sqrt{n}\)-consistency
0 references
smooth estimators
0 references
match estimators
0 references
stochastic differential equation
0 references
math.ST
0 references
stat.TH
0 references