Sample Partitioning Estimation for Ergodic Diffusions (Q5252811)
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scientific article; zbMATH DE number 6442482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample Partitioning Estimation for Ergodic Diffusions |
scientific article; zbMATH DE number 6442482 |
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Sample Partitioning Estimation for Ergodic Diffusions (English)
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3 June 2015
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ergodic diffusions
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martingale estimating functions
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maximum likelihood estimators
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consistency
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method of moments
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transition density
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invariant densities
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