Estimation of coefficients of a stochastic differential equation

MaRDI QIDQ3363957zbMATH OpenFDO

Authors I. D. Cherkasov

Publication date 1990

zbMATH Keywords

asymptotic normality of estimatorsestimation of parametersstochastic differential equationsWiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05)

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(7)

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• Stochastic differential equations with generalized stochastic volatility and statistical estimators
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