Hybrid estimators for small diffusion processes based on reduced data (Q1785794)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hybrid estimators for small diffusion processes based on reduced data
scientific article

    Statements

    Hybrid estimators for small diffusion processes based on reduced data (English)
    0 references
    0 references
    0 references
    0 references
    1 October 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayes type estimator
    0 references
    convergence of moments
    0 references
    diffusion process
    0 references
    discrete time observations
    0 references
    maximum likelihood type estimator
    0 references
    small dispersion parameters
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references