Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480)
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scientific article; zbMATH DE number 7383000
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| English | Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise |
scientific article; zbMATH DE number 7383000 |
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Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (English)
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18 August 2021
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Bayes-type estimation
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convergence of moments
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diffusion processes
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observation noise
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quasi-likelihood analysis
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stochastic differential equations
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0.8751809000968933
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0.859847366809845
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0.8505104780197144
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0.8311763405799866
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0.8149226903915405
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