Hybrid estimators for small diffusion processes based on reduced data (Q1785794)
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scientific article; zbMATH DE number 6945895
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Hybrid estimators for small diffusion processes based on reduced data |
scientific article; zbMATH DE number 6945895 |
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Hybrid estimators for small diffusion processes based on reduced data (English)
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1 October 2018
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Bayes type estimator
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convergence of moments
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diffusion process
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discrete time observations
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maximum likelihood type estimator
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small dispersion parameters
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0.9149428009986876
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0.8762080073356628
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0.8546812534332275
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0.8195475339889526
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0.807406485080719
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