Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (Q3106432)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5991078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation for the invariant law of an ergodic diffusion process based on high-frequency data |
scientific article; zbMATH DE number 5991078 |
Statements
Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (English)
0 references
21 December 2011
0 references
ergodic diffusion
0 references
invariant law
0 references
weak convergence
0 references
asymptotic efficiency
0 references
0 references
0.8654335141181946
0 references
0.8619477152824402
0 references
0.8484598994255066
0 references
0.8428164720535278
0 references
