Maximnm contrast estimation for diffusion processes from discrete observations (Q5753408)
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: Maximnm contrast estimation for diffusion processes from discrete observations |
scientific article; zbMATH DE number 4189042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximnm contrast estimation for diffusion processes from discrete observations |
scientific article; zbMATH DE number 4189042 |
Statements
Maximnm contrast estimation for diffusion processes from discrete observations (English)
0 references
1990
0 references
maximum likelihood estimator
0 references
one-dimensional diffusion process
0 references
Wiener process
0 references
maximum contrast estimators
0 references
consistency
0 references
asymptotic normality
0 references
