Remarks on drift estimation for diffusion processes (Q3549899)
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scientific article; zbMATH DE number 5687717
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Remarks on drift estimation for diffusion processes |
scientific article; zbMATH DE number 5687717 |
Statements
Remarks on Drift Estimation for Diffusion Processes (English)
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30 March 2010
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parameter estimation
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diffusion process
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nonparametric estimation
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maximum likelihood principle
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minimum distance estimator
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reversible diffusion process
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molecular dynamics
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Langevin equation
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0.7887106537818909
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0.779607892036438
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0.7628145813941956
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0.7623043060302734
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0.7598425149917603
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