A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (Q1382237)
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scientific article; zbMATH DE number 1133130
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| English | A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times |
scientific article; zbMATH DE number 1133130 |
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A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times (English)
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15 July 1998
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Euler discretization
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Euler estimator
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least squares estimator
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maximum likelihood estimator
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0.8400909304618835
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0.8119739294052124
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0.8095845580101013
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