A new instrumental variable estimation for diffusion processes (Q2495332)
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scientific article; zbMATH DE number 5038911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new instrumental variable estimation for diffusion processes |
scientific article; zbMATH DE number 5038911 |
Statements
A new instrumental variable estimation for diffusion processes (English)
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5 July 2006
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non-stationary nonlinear diffusion
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instrumental variable estimator
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Cauchy estimator
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0.7918217778205872
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0.7892926335334778
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0.7766143083572388
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0.7705620527267456
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