Parametric inference for diffusions observed at stopping times (Q2188470)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for diffusions observed at stopping times |
scientific article |
Statements
Parametric inference for diffusions observed at stopping times (English)
0 references
11 June 2020
0 references
diffusion coefficient estimation
0 references
observation at stopping times
0 references
consistent sequence of estimators
0 references
local asymptotic mixed normality
0 references
asymptotic variance
0 references
optimal lower bound
0 references
