On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870)
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scientific article; zbMATH DE number 986902
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| English | On effects of discretization on estimators of drift parameters for diffusion processes |
scientific article; zbMATH DE number 986902 |
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On effects of discretization on estimators of drift parameters for diffusion processes (English)
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4 May 1997
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numerical examples
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discrete time sampling
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inference for stochastic processes
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maximum likelihood estimation
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stochastic differential equations
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stochastic Taylor expansions
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0.8558828234672546
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0.8434289693832397
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0.8356079459190369
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