On cusp estimation of ergodic diffusion process (Q1410582)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On cusp estimation of ergodic diffusion process |
scientific article |
Statements
On cusp estimation of ergodic diffusion process (English)
0 references
14 October 2003
0 references
ergodic diffusion processes
0 references
cusp estimation
0 references
singular estimation problem
0 references
maximum-likelihood estimator
0 references
Bayesian estimator
0 references
limit distribution
0 references