The consistency of a nonlinear least squares estimator from diffusion processes (Q1113595)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The consistency of a nonlinear least squares estimator from diffusion processes |
scientific article |
Statements
The consistency of a nonlinear least squares estimator from diffusion processes (English)
0 references
1988
0 references
strong consistency
0 references
continuous data
0 references
stationary process
0 references
diffusion processes
0 references
Itô stochastic differential equation
0 references
standard Wiener process
0 references
discrete data
0 references
least squares estimator
0 references
0 references