Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755)
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scientific article; zbMATH DE number 6652912
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| English | Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model |
scientific article; zbMATH DE number 6652912 |
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Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (English)
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15 November 2016
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stochastic differential equation
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drift parameter
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discretized model
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asymptotic normality
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