Estimation of diffusion parameters in diffusion processes and their asymptotic normality (Q3598832)
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scientific article; zbMATH DE number 5501623
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| English | Estimation of diffusion parameters in diffusion processes and their asymptotic normality |
scientific article; zbMATH DE number 5501623 |
Statements
Estimation of diffusion parameters in diffusion processes and their asymptotic normality (English)
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3 February 2009
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drift
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Ornstein-Uhlenbeck process
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strong solution of stochastic differential equations
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Feller's test for explosions
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Yamada-Watanabe condition, absolute continuity, consistency
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0.8435252904891968
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0.8365883231163025
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0.8289555311203003
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0.8255079984664917
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