Non-parametric estimation for partially observed transient diffusion processes (Q3799498)
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scientific article; zbMATH DE number 4066142
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| English | Non-parametric estimation for partially observed transient diffusion processes |
scientific article; zbMATH DE number 4066142 |
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Non-parametric estimation for partially observed transient diffusion processes (English)
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1986
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hitting times
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processes with independent increments
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Girsanov formula
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point processes
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transient diffusion
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unknown drift function
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asymptotic properties
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0.788063645362854
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0.7869373559951782
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0.7846947312355042
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