Inference on the variance and smoothing of the paths of diffusions. (Statistique sur la variance et régularisation des trajectoires de diffusions) (Q1863433)
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scientific article; zbMATH DE number 1879946
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| English | Inference on the variance and smoothing of the paths of diffusions. (Statistique sur la variance et régularisation des trajectoires de diffusions) |
scientific article; zbMATH DE number 1879946 |
Statements
Inference on the variance and smoothing of the paths of diffusions. (Statistique sur la variance et régularisation des trajectoires de diffusions) (English)
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11 March 2003
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inference on variance
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central limit theorem
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diffusion coefficients
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0.7364502549171448
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0.735642671585083
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0.7322019338607788
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