On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401)
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scientific article; zbMATH DE number 6621687
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| English | On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations |
scientific article; zbMATH DE number 6621687 |
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On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (English)
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1 September 2016
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stochastic differential equations
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least squares estimator
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Brownian motion
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Girsanov transformation
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discrete observation
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consistency
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asymptotic distribution
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0.8378375172615051
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0.8176138997077942
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0.8132727146148682
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0.8101519346237183
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