On the multi-step MLE-process for ergodic diffusion (Q2359720)
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scientific article
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| English | On the multi-step MLE-process for ergodic diffusion |
scientific article |
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On the multi-step MLE-process for ergodic diffusion (English)
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22 June 2017
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parameter estimation
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ergodic diffusion process
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one-step and two-step MLE-processes
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0.8479254841804504
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0.8393914103507996
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0.8191042542457581
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0.8115958571434021
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0.8029349446296692
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