A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (Q1382237)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times |
scientific article |
Statements
A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (English)
0 references
15 July 1998
0 references
Euler discretization
0 references
Euler estimator
0 references
least squares estimator
0 references
maximum likelihood estimator
0 references