Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffu\-sion (Q3084959)
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scientific article; zbMATH DE number 5870530
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| English | Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffu\-sion |
scientific article; zbMATH DE number 5870530 |
Statements
Sample partitioning estimation for ergodic diffusions: application to ornstein-uhlenbeck diffusion (English)
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25 March 2011
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martingale estimating functions
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transition and invariant densities
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maximum likelihood estimators
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0.9131523370742798
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0.7782613039016724
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0.772380530834198
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0.772380530834198
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