Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter (Q2844178)
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scientific article; zbMATH DE number 6202365
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| English | Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter |
scientific article; zbMATH DE number 6202365 |
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28 August 2013
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discrete time sampling
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parametric inference
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stochastic differential equation
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Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter (English)
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0.847812294960022
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0.8477466106414795
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0.8342970013618469
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0.8325429558753967
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0.8320751190185547
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